| estimate.tsdistribution.spdspec {tsdistributions} | R Documentation |
Estimates the parameters of a semi-parametric distribution.
Description
Estimates the parameters of a semi-parametric distribution.
Usage
## S3 method for class 'tsdistribution.spdspec'
estimate(object, method = "pwm", ...)
Arguments
object |
an object of class “tsdistribution.spdspec”. |
method |
a choice of “Grimshaw”, “obre” or “nlm” from
|
... |
additional parameters passed to the gpd estimation function. |
Details
The estimation defaults to the Probability Weighted Moments (pwm) of
Hosking (1985), and alternative methods are provided via the “mev” package.
For the interior of the distribution, the bkde function is used
to calculate the kernel density.
Value
An object of class “tsdistribution.spdestimate” with slots for the upper, lower and interior kernel fitted values.
References
Hosking JRM, Wallis JR, Wood EF (1985). “Estimation of the generalized extreme-value distribution by the method of probability-weighted moments.” Technometrics, 27(3), 251–261.