parTLgpa {lmomco} | R Documentation |
Estimate the Parameters of the Generalized Pareto Distribution using Trimmed L-moments
Description
This function estimates the parameters of the Generalized Pareto distribution given
the the trimmed L-moments (TL-moments) for of the data in TL-moment object with a trim level of unity (
trim=1
). The parameters are computed as
Usage
parTLgpa(lmom, ...)
Arguments
lmom |
A TL-moment object created by |
... |
Other arguments to pass. |
Value
An R list
is returned.
type |
The type of distribution: |
para |
The parameters of the distribution. |
source |
The source of the parameters: “parTLgpa”. |
Author(s)
W.H. Asquith
References
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics and Data Analysis, v. 43, pp. 299–314.
See Also
TLmoms
, lmomTLgpa
,
cdfgpa
, pdfgpa
, quagpa
Examples
TL <- TLmoms(rnorm(20),trim=1)
parTLgpa(TL)
[Package lmomco version 2.5.1 Index]