Function to compute QuantileBCC estimates for the Weibull Family

Description

Function QuantileBCCEstimator computes QuantileBCC estimator (for the Weibull) at real data and returns an object of class Estimate.

Usage

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QuantileBCCEstimator(x, p1 = 1/3, p2 = 2/3,
            name, Infos, nuis.idx = NULL,
            trafo = NULL, fixed = NULL, na.rm = TRUE,
            ...)
.QBCC(x, p1 = 1/3, p2 = 2/3)

Arguments

x

(empirical) data

p1,p2

levels of the quantiles; maximal breakdown point is achieved for p1=p2-p1=1-p2=1/3 which is the default.

name

optional name for estimator.

Infos

character: optional informations about estimator

nuis.idx

optionally the indices of the estimate belonging to nuisance parameter

fixed

optionally (numeric) the fixed part of the parameter

trafo

an object of class MatrixorFunction – a transformation for the main parameter

na.rm

logical: if TRUE, the estimator is evaluated at complete.cases(x).

...

not yet used.

Details

The actual work is done in .QBCC. The wrapper QuantileBCCEstimator pre-treats the data, and constructs a respective Estimate object.

Value

.QuantileBCCEstimator

A numeric vector of length 2 with components named scale and shape.

QuantileBCCEstimator

An object of S4-class "Estimate".

Author(s)

Nataliya Horbenko Nataliya.Horbenko@itwm.fraunhofer.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

References

Boudt, K., Caliskan, D., Croux, C. (2011): Robust explicit estimators of Weibull parameters. Metrika, 73 (2), 187-209.

See Also

ParamFamily-class, ParamFamily, Estimate-class

Examples

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## (empirical) Data
set.seed(123)
distroptions("withgaps"=FALSE)
x <- rweibull(50, scale = 0.5, shape = 3)
##
QuantileBCCEstimator(x = x)

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