pitman {smoothmest}

Pitman location estimator

Description

Pitman estimator of one-dimensional location, optimal with scale assumed to be known. Calculated by brute force (using integrate).

Usage

  pitman(y, d=ddoublex, lower=-Inf, upper=Inf, s=mad(y), ...)

Arguments

y

numeric vector. Data set.

d

a density function defining the distribution for which the Pitman estimator is computed.

lower

numeric. Lower bound for the involved integrals (should be -Inf unless there are numerical problems).

upper

numeric. Lower bound for the involved integrals (should be Inf unless there are numerical problems).

s

numeric. Estimated or assumed scale/standard deviation.

...

further arguments to be passed on to the density function d.

Value

The estimated value.

Author(s)

Christian Hennig [e-mail] http://www.homepages.ucl.ac.uk/~ucakche/

References

Pitman, E.J. (1939) The estimation of the location and scale parameters of a continuous population of any given form. Biometrika 30, 391-421.

See Also

smoothm

Examples

  set.seed(10001)
  y <- rdoublex(7)
  pitman(y,ddoublex)
  pitman(y,dcauchy)
  pitman(y,dnorm)