covnormpoly4 {Lmoments} | R Documentation |
Estimates covariance matrix of the four parameters of normal-polynomial quantile mixture
covnormpoly4(data)
data |
vector of observations |
covariance matrix of the four parameters of normal-polynomial quantile mixture
Juha Karvanen <juha.karvanen@ktl.fi>
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.
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.