momentEstimates {gk}

Convert octiles to moment estimates

Description

Convert octiles to estimates of location, scale, skewness and kurtosis.

Usage

momentEstimates(octiles)

Arguments

octiles

Vector of octiles.

Details

Converts octiles to robust estimate of location, scale, skewness and kurtosis as used by Drovandi and Pettitt (2011).

Value

Vector of moment estimates.

References

C. C. Drovandi and A. N. Pettitt. Likelihood-free Bayesian estimation of multivariate quantile distributions. Computational Statistics & Data Analysis, 2011.