covnormpoly4 {Lmoments}R Documentation

Covariance matrix of the parameters of the normal-polynomial quantile mixture

Description

Estimates covariance matrix of the four parameters of normal-polynomial quantile mixture

Usage

covnormpoly4(data)

Arguments

data vector of observations

Value

covariance matrix of the four parameters of normal-polynomial quantile mixture

Author(s)

Juha Karvanen <juha.karvanen@ktl.fi>

References

Karvanen, J. 2005. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis, in press, http://www.bsp.brain.riken.jp/publications/2005/karvanen_quantile_mixtures.pdf.

See Also

Lmomcov for covariance matrix of L-moments, dnormpoly for the normal-polynomial quantile mixture and data2normpoly4 for the estimation of the normal-polynomial quantile mixture.


[Package Lmoments version 1.1-2 Index]