skewunit (version 1.0)

estimate.skewunit: Estimation for a Family of Skew Distributions with Bounded Support

Description

Perform parameter estimation for a family of skew distributions with bounded support.

Usage

estimate.skewunit(x, family1 = "asin", family2 = "asin", est.var = TRUE)

Value

an object of class "skewunit" is returned. The object returned for this functions is a list containing the following components:

x

x

Arguments

x

data in \((0,1)\) interval.

family1

first family of distributions related to \(f\) (asin by default). See details Section.

family2

first family of distributions related to \(G\) (asin by default). See details Section.

est.var

logical; if TRUE, estimate the standard errors of the estimators.

Author

Diego Gallardo, Emilio Gomez-Deniz, Osvaldo Venegas and Hector W. Gomez

Details

The Family of Skew Distributions with Bounded Support is defined by its density function given by $$ f(x)=2 G(\lambda(y-0.5)+0.5), \quad x \in (0,1), \lambda \in (-1,1), $$ where \(f\) is symmetric around 0.5, i.e., \(f(x-0.5)=f(x+0.5)\). The avaliable options for family1 and family2 are asin, Uquad, triang, JSB and sbeta.

Examples

set.seed(2100)
x=rskewunit(100, lambda=-0.5, delta=1.2, family1="asin", family2="JSB")
estimate.skewunit(x, family1="asin", family2="JSB")