StableEstim (version 2.4)

McCullochParametersEstim: Quantile-based method

Description

McCulloch quantile-based method.

Usage

McCullochParametersEstim(x)

Value

numeric of length 4, represening the values of the 4 parameters

Arguments

x

data used to perform the estimation: vector of length n.

Details

McCullochParametersEstim is a wrapper for function .qStableFit from package fBasics.

References

McCulloch JH (1986). ``Simple consistent estimators of stable distribution parameters.'' Communications in Statistics-Simulation and Computation, 15(4), pp. 1109--1136.

See Also

Estim, IGParametersEstim

Examples

set.seed(333)
x <- rstable(500, 1.3, 0.4, 1, 0)
McCullochParametersEstim(x)