qGaussian (version 0.1.8)

qbymc: qbymc, a q value estimator founded upon medcouple.

Description

Given a random data set, the 'qbymc' uses the medcouple, a robust measure of tail weights, to yield a 'q' value, a characteristic entropic index of the q-gaussian distributions.

Usage

qbymc(x)

Arguments

x

numeric vector

Value

a number q < 3, and the standard error.

References

de Santa Helena, E. L., Nascimento, C. M., and Gerhardt, G. J., (2015) Alternative way to charecterize a q-gaussian distribution by a robust heavy tail measurement. Physica A, (435):44-50.

See Also

Robustbase for medcouple. mc

Examples

# NOT RUN {
set.seed(0002)
rr <- rqgauss(1000,1.333)
qbymc(rr)

# }