estimatep {normalp} | R Documentation |
The estimatep
function estimates the shape parameter p from a vector of observations.
estimatep(x, mu, p=2, method=c("inverse","direct"))
x |
Vector of observations. |
mu |
An estimate of the location parameter. |
p |
Starting value of the shape parameter. |
method |
Method used to estimate p from a sample. |
The used algorithm is based on a method proposed by A.M. Mineo (1994), which uses a particular index of kurtosis, called VI
VI=[(G(1/p) G(3/p))^{1/2}]/G(2/p).
With method
the user can choice between an inverse interpolation (faster) or a
direct solution of the equation
(Estimate o VI)=[(G(1/p) G(3/p))^{1/2}]/G(2/p).
An estimate of p from a sample of observations.
Angelo M. Mineo
Mineo, A.M. (1994) Un nuovo metodo di stima di p per una corretta valutazione dei parametri di intensit`a e di scala di una curva normale di ordine p, Atti della XXXVII Riunione Scientifica della Societ`a Italiana di Statistica, San Remo, Vol. 2, pp. 147-154.
x<-rnormp(300,mu=1,sigmap=2,p=4) p<-estimatep(x,mu=1,p=2) p