est_pwmcov {TLMoments}R Documentation

Estimate the covariance matrix of PWM estimations

Description

Internal function. Use est_cov. Description not done yet.

Usage

est_pwmcov(x, order = 0:3, distr = NULL, distr.trim = c(0, 0))

## S3 method for class 'numeric'
est_pwmcov(x, order = 0:3, distr = NULL, distr.trim = c(0, 0))

## S3 method for class 'matrix'
est_pwmcov(x, order = 0:3, distr = NULL, distr.trim = c(0, 0))

Arguments

x

numeric vector or matrix of data.

order

numeric vector giving the orders that are returned.

distr

character of length 1 which indicates a distribution if a parametric assumption should be used.

distr.trim

integer vector of length 2 indicating the trimming used to calculate parameters if a parametric assumption is used (i.e. distr is set).

Value

numeric matrix

Examples

### Numeric vectors
x <- rgev(500, shape = .2)
est_pwmcov(x)
est_pwmcov(x, distr = "gev")

### Numeric matrices
x <- matrix(rgev(600, shape = .2), nc = 3)
est_pwmcov(x, order = 0:2)
est_pwmcov(x, order = 0:2, distr = "gev")


[Package TLMoments version 0.7.5.3 Index]