snigFit {fBasics} | R Documentation |
Fit of a Standardized NIG Distribution
Description
Estimates the parameters of a standardized normal inverse Gaussian distribution.
Usage
snigFit(x, zeta = 1, rho = 0, scale = TRUE, doplot = TRUE,
span = "auto", trace = TRUE, title = NULL, description = NULL, ...)
Arguments
zeta , rho |
shape parameter |
description |
a character string which allows for a brief description. |
doplot |
a logical flag. Should a plot be displayed? |
scale |
a logical flag, by default |
span |
x-coordinates for the plot, by default 100 values
automatically selected and ranging between the 0.001,
and 0.999 quantiles. Alternatively, you can specify
the range by an expression like |
title |
a character string which allows for a project title. |
trace |
a logical flag. Should the parameter estimation process be traced? |
x |
a numeric vector. |
... |
parameters to be parsed. |
Value
an object from class "fDISTFIT"
.
Slot fit
is a list with the following components:
estimate |
the point at which the maximum value of the log liklihood function is obtained. |
minimum |
the value of the estimated maximum, i.e. the value of the log liklihood function. |
code |
an integer indicating why the optimization process terminated. |
gradient |
the gradient at the estimated maximum. |
steps |
number of function calls. |
Examples
## snigFit -
# Simulate Random Variates:
set.seed(1953)
s = rsnig(n = 2000, zeta = 0.7, rho = 0.5)
## snigFit -
# Fit Parameters:
snigFit(s, zeta = 1, rho = 0, doplot = TRUE)