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gammaRob

Robust Estimation of Gamma Distribution Parameters


Description

Robust estimation of gamma distribution parameters

Usage

gammaRob(x, estim = c("M", "tdmean"), control = gammaRob.control(estim, ...), ...)

Arguments

x

a numeric vector containing the sample.

estim

a character string specifying which estimator to use.

control

a list of control parameters appropriate for the estimator in estim.

...

control parameters may also be given here.

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.

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

See Also


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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