| estimDV {rhosp} | R Documentation |
compute the De Vielder estimator
Description
compute the De Vielder estimator, in other words, do the same function as DV
but returns more details about this estimator whereas DV only compute the lambda
and mu of the De Vielder method
Usage
estimDV(fileName, toplot = TRUE, header = TRUE, ks = FALSE)
Arguments
fileName |
the file in which the simulated data will be stored |
toplot |
a logical variable to plot the result of this estimation |
header |
a logical for : has the input file an header |
ks |
a logical for : do you want the Kolmogorv Smirnov test |
Value
a list of the following components
CR |
the CR risk constant calculated with the value of R |
R |
the risk constant estimated by this estimation |
T |
the vector of observations of the random variable T |
lambdaHat |
the best estimation of lambda |
muHat |
the best estimation of mu |
lambdaEmp |
the estimation of the lambda of the De Vielder method (in this case the same value as lambdaHat) |
muEmp |
the estimation of the mu of the De Vielder method (in this case the same value as mu) |
Author(s)
Christophe Dutang and Julie Barthes
Examples
#res<-estimDV("data.rda",TRUE,TRUE)