data2normpoly {Lmoments} | R Documentation |
Estimates the parameters of normal-polynomial quantile mixture from data or from L-moments
data2normpoly4(data) lmom2normpoly4(lmom) data2normpoly6(data) lmom2normpoly6(lmom)
data |
matrix or data frame |
lmom |
vector or matrix of L-moments |
vector or matrix containing the four or six 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.
dnormpoly
for L-moments,
dnormpoly
for the normal-polynomial quantile mixture and
data2cauchypoly4
for the estimation of Cauchy-polynomial quantile mixture.
#Generates a sample 500 observations from the normal-polynomial quantile mixture, #calculates L-moments and their covariance matrix, #estimates parameters via L-moments and #plots the true pdf and the estimated pdf together with the histogram of the data. true_params<-lmom2normpoly4(c(0,1,0.2,0.05)); x<-rnormpoly(500,true_params); lmoments<-Lmoments(x); lmomcov<-Lmomcov(x); estim_params<-lmom2normpoly4(lmoments); hist(x,30,freq=FALSE); plotpoints<-seq(min(x)-1,max(x)+1,by=0.01); lines(plotpoints,dnormpoly(plotpoints,estim_params),col='red'); lines(plotpoints,dnormpoly(plotpoints,true_params),col='blue');