Estimator {distrMod}R Documentation

Function to compute estimates

Description

The function Estimator provides a general way to compute estimates.

Usage

Estimator(x, estimator, name, Infos, asvar = NULL, nuis.idx,
          trafo = NULL, fixed = NULL, asvar.fct, ...)

Arguments

x (empirical) data
estimator function: estimator to be evaluated on x.
name optional name for estimator.
Infos character: optional informations about estimator
asvar optionally the asymptotic (co)variance of the 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
asvar.fct optionally: a function to determine the corresponding asymptotic variance; if given, asvar.fct takes arguments L2Fam((the parametric model as object of class L2ParamFamily)) and param (the parameter value as object of class ParamFamParameter); arguments are called by name; asvar.fct may also process further arguments passed through the ... argument
... further arguments to estimator.

Details

The argument criterion has to be a function with arguments the empirical data as well as an object of class "Distribution" and possibly ....

Value

An object of S4-class "Estimate".

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de

See Also

Estimate-class

Examples

x <- rnorm(100)
Estimator(x, estimator = mean, name = "mean")

X <- matrix(rnorm(1000), nrow = 10)
Estimator(X, estimator = rowMeans, name = "mean")

[Package distrMod version 2.0.7 Index]