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@iki.fi
References
Karvanen, J. 2006. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis 51, (2), 947–959. http://www.bsp.brain.riken.jp/publications/2006/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 1.3-1 Index]