CoSMoS (version 2.1.2)

fitactf: Fit the AutoCorrelation Transformation Function

Description

Fits the ACTF (Autocorrelation Transformation Function) to the estimated points (\(\rho_x, \rho_z\)) using nls.

Usage

fitactf(actpnts, discrete = FALSE)

Arguments

actpnts

estimated ACT points

discrete

logical - is the marginal distribution discrete?

Examples

library(CoSMoS)

## choose the marginal distribution as Pareto type II
## with corresponding parameters
dist <- 'paretoII'
distarg <- list(scale = 1, shape = .3)

## estimate rho 'x' and 'z' points using ACTI
p <- actpnts(margdist = dist, margarg = distarg, p0 = 0)

## fit ACTF
fit <- fitactf(p)

## plot the result
plot(fit)