McCullochParametersEstim {StableEstim}

Quantile-based method

Description

McCulloch quantile-based method.

Usage

McCullochParametersEstim(x)

Arguments

x

data used to perform the estimation: vector of length n.

Details

The code is a modified version of function .qStableFit from package fBasics.

Value

numeric of length 4, represening the value of the 4 parameters.

References

McCulloch JH (1986). “Simple consistent estimators of stable distribution parameters.” Communications in Statistics-Simulation and Computation, 15(4), pp. 1109–1136.

See Also

Estim, IGParametersEstim

Examples

set.seed(333)
x <- rstable(500, 1.3, 0.4, 1, 0)
McCullochParametersEstim(x)