QuantileBCCEstimator

0th

Percentile

Function to compute QuantileBCC estimates for the Weibull Family

Function QuantileBCCEstimator computes QuantileBCC estimator (for the Weibull) at real data and returns an object of class Estimate.

Keywords
univar
Usage
QuantileBCCEstimator(x, p1 = 1/3, p2 = 2/3,
            name, Infos, nuis.idx = NULL,
            trafo = NULL, fixed = NULL, na.rm = TRUE,
            ...)
.QBCC(x, p1 = 1/3, p2 = 2/3)
Arguments
x

(empirical) data

p1,p2

levels of the quantiles; maximal breakdown point is achieved for \(p1=p2-p1=1-p2=1/3\) which is the default.

name

optional name for estimator.

Infos

character: optional informations about estimator

nuis.idx

optionally the indices of the estimate belonging to nuisance parameter

fixed

optionally (numeric) the fixed part of the parameter

trafo

an object of class MatrixorFunction -- a transformation for the main parameter

na.rm

logical: if TRUE, the estimator is evaluated at complete.cases(x).

not yet used.

Details

The actual work is done in .QBCC. The wrapper QuantileBCCEstimator pre-treats the data, and constructs a respective Estimate object.

Value

.QuantileBCCEstimator

A numeric vector of length 2 with components named scale and shape.

QuantileBCCEstimator

An object of S4-class "Estimate".

References

Boudt, K., Caliskan, D., Croux, C. (2011): Robust explicit estimators of Weibull parameters. Metrika, 73 (2), 187-209.

See Also

ParamFamily-class, ParamFamily, Estimate-class

Aliases
  • QuantileBCCEstimator
  • .QBCC
Examples
# NOT RUN {
## (empirical) Data
set.seed(123)
distroptions("withgaps"=FALSE)
x <- rweibull(50, scale = 0.5, shape = 3)
##
QuantileBCCEstimator(x = x)
# }
Documentation reproduced from package RobExtremes, version 1.2.0, License: LGPL-3

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