fit_separate {kendallRandomWalks}

Function for fitting stable Kendall distribution separately to two parts of data

Description

Function for fitting stable Kendall distribution separately to two parts of data

Usage

fit_separate(data, separation_point)

Arguments

data

Numeric vector. Observation to which the distribution will be fitted.

separation_point

Order above which data (quantiles) will be separated.

Value

List of class kendall_fit with estimated and theoretical quantiles and estimated parameters.