HydroPortailStats (version 1.1.0)

GetEstimate_MOM: Moment estimate of a distribution

Description

Returns an estimate of a distribution using the method of moments. Note that for some distributions, this is not strictly speaking the moment estimate. For LogPearsonIII for instance, the moment estimate of log(data) is used. Also for GPD3, the threshold is estimated as min(data).

Usage

GetEstimate_MOM(y, dist)

Value

A list with the following components:

par

numeric vector, estimated parameter vector.

obj

numeric, objective fonction (NA for this estimate)

ok

logical, did computation succeed?

err

integer, error code (0 if ok)

message

error message

Arguments

y

numeric vector, data

dist

character, distribution name

Examples

y=c(9.2,9.5,11.4,9.5,9.4,9.6,10.5,11.1,10.5,10.4)
GetEstimate_MOM(y,'Normal')
GetEstimate_MOM(y,'LogNormal')
GetEstimate_MOM(y,'Gumbel')
GetEstimate_MOM(y,'GEV')
GetEstimate_MOM(y,'Poisson')