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Lmoments (version 1.3-2)

covnormpoly4: Covariance matrix of the parameters of the normal-polynomial quantile mixture

Description

Estimates covariance matrix of the four parameters of normal-polynomial quantile mixture

Usage

covnormpoly4(data)

Value

covariance matrix of the four parameters of normal-polynomial quantile mixture

Arguments

data

vector of observations

Author

Juha Karvanen juha.karvanen@iki.fi

References

Karvanen, J. 2006. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis 51, (2), 947--959. https://users.jyu.fi/~jutakarv/papers/Karvanen_quantile_mixtures.pdf.

See Also

Lmomcov for covariance matrix of L-moments, dnormpoly for the normal-polynomial quantile mixture and data2normpoly4 for the estimation of the normal-polynomial quantile mixture.