estimate.skewunit {skewunit}R Documentation

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)

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.

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.

Value

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

x

x

Author(s)

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

Examples

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

[Package skewunit version 1.0 Index]