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fitdstnRob

Robust Fitting of Univariate Distributions


Description

Robust Fitting of Univariate Distributions.

Usage

fitdstnRob(x, densfun, ...)

Arguments

x

A numeric vector containing the sample.

densfun

a character string naming the distribution. Distributions ‘gamma’, ‘lognormal’, and ‘weibull’ are recognized.

...

additional arguments are passed to the fitting functions.

Value

a list with class “fitdstn” containing the following elements:

estimate

a named numeric vector containing the parameter estimates.

sd

a named numeric vector containing the standard deviations of the parameter estimates.

vcov

a numeric matrix containing the variance-covariance matrix of the estimated parameter vector.

mu

a single numeric value containing an estimate of the mean.

V.mu

a single numeric value containing the variance of the estimated mean.

control

a list containing the control parameters used by the estimator.

call

the matched call.

densfun

the character string densfun provided in the arguments.

x

the data provided in x.

The print method displays the estimated parameters and their standard errors (in parentheses).

See Also

The classical counterparts, see fitdstn.


robust

Port of the S+ "Robust Library"

v0.5-0.0
GPL-2
Authors
Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.
Initial release
2020-03-07

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