x2pars: Estimate an Ensemble of Parameters from Three Different...

In wasquith/lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Estimate an Ensemble of Parameters from Three Different Methods

Description

This function acts as a frontend to estimate an ensemble of parameters from the methods of L-moments (lmr2par), maximum likelihood (MLE, mle2par), and maximum product of spacings (MPS, mps2par). The parameters estimated by the L-moments are used as the initial parameter guesses for the subsequent calls to MLE and MPS.

Usage

x2pars(x, verbose=TRUE, ...)

Arguments

x	A vector of data values.
verbose	A logical to control a sequential message ahead of each method.
...	The additional arguments, if ever used.

Value

A list having

lmr	Parameters from method of L-moments. This is expected to be NULL if the method fails, and the NULL is tested for in pars2x.
mle	Parameters from MLE. This is expected to be NULL if the method fails, and the NULL is tested for in pars2x.
mps	Parameters from MPS. This is expected to be NULL if the method fails, and the NULL is tested for in pars2x.

Author(s)

W.H. Asquith

See Also

pars2x

Examples

## Not run: 
# Simulate from GLO and refit it. Occasionally, the simulated data
# will result in MLE or MPS failing to converge, just a note to users.
set.seed(3237)
x <- rlmomco(126, vec2par(c(2.5, 0.7, 0.3), type="glo"))
three.para.est <- x2pars(x, type="glo")
print(three.para.est$lmr$para) # 2.5598083 0.6282518 0.1819538
print(three.para.est$mle$para) # 2.5887340 0.6340132 0.2424734
print(three.para.est$mps$para) # 2.5843058 0.6501916 0.2364034
## End(Not run)

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.