smoothmest (version 0.1-3)

pitman: Pitman location estimator

Description

Pitman estimator of one-dimensional location, optimal with scale assumed to be known. Calculated by brute force (using integrate).

Usage

pitman(y, d=ddoublex, lower=-Inf, upper=Inf, s=mad(y), ...)

Arguments

y

numeric vector. Data set.

d

a density function defining the distribution for which the Pitman estimator is computed.

lower

numeric. Lower bound for the involved integrals (should be -Inf unless there are numerical problems).

upper

numeric. Lower bound for the involved integrals (should be Inf unless there are numerical problems).

s

numeric. Estimated or assumed scale/standard deviation.

...

further arguments to be passed on to the density function d.

Value

The estimated value.

References

Pitman, E.J. (1939) The estimation of the location and scale parameters of a continuous population of any given form. Biometrika 30, 391-421.

See Also

smoothm

Examples

# NOT RUN {
  set.seed(10001)
  y <- rdoublex(7)
  pitman(y,ddoublex)
  pitman(y,dcauchy)
  pitman(y,dnorm)
# }