parsmd {lmomco} | R Documentation |
Estimate the Parameters of the Singh–Maddala Distribution
Description
This function estimates the parameters of the Singh–Maddala (Burr Type XII) distribution given the L-moments of the data in an L-moment object such as that returned by lmoms
. The L-moments in terms of the parameters are complicated and solved numerically. Extensive study of the computational limits of the R implementation are incorporated within the source code of the function. The file lmomco/inst/doc/domain_of_smd.R
contains the algorithmic sweep used to compute the L-skew and L-kurtosis attainable domain of the distribution.
Usage
parsmd(lmom, checklmom=TRUE, checkbounds=TRUE, snap.tau4=TRUE, ...)
Arguments
lmom |
|
checklmom |
Should the |
checkbounds |
Should the lower bounds of |
snap.tau4 |
A logical to trigger the application of the empirical limits of the distribution in terms of |
... |
Other arguments to pass. |
Value
An R list
is returned.
type |
The type of distribution: |
para |
The parameters of the distribution. |
last_para |
The last or final iteration of the parameters that are the same as |
source |
The source of the parameters: “parsmd”. |
iter |
The number of iteration attempts looping on the |
rt |
The output of the |
message |
A message from |
ifail |
A interger flag to status of the operations: -1 means that the L-moments are invalid (if they are checked), 0 means that the parameter estimation appears successful, and 1 means that the parameter estimation appears to have failed. |
Author(s)
W.H. Asquith
References
Shahzad, M.N., and Zahid, A., 2013, Parameter estimation of Singh Maddala distribution by moments: International Journal of Advanced Statistics and Probability, v. 1, no. 3, pp. 121–131, doi:10.14419/ijasp.v1i3.1206.
See Also
lmomsmd
, cdfsmd
, pdfsmd
, quasmd
Examples
lmr <- lmoms(rnorm(20))
parsmd(lmr, snap.tau4=TRUE)