qrPwlm

Calculate the skew and kurtosis statistics based on probability weighted moments, via simulation method.

Employs a two-parameter family of
distributions for modelling random variables on the (0, 1) interval by
applying the cumulative distribution function (cdf) of one parent
distribution to the quantile function of another.

Yiyun Shou

cdfquantreg

Quantile Regression for Random Variables on the Unit Interval

Michael Smithson

qrPwlm function

<dl><dt>x</dt>
<dd>The vector of values for the calculation of Skewness and Kurtosis.</dd>
<dt>n</dt>
<dd>The number of samples drawn in the simulation. The higher this value, the greater accuracy.</dd>
<dt>mu</dt>
<dd>vector of means.</dd>
<dt>sigma</dt>
<dd>vector of standard deviations.</dd>
<dt>fd</dt>
<dd>A string that specifies the parent distribution.</dd>
<dt>sd</dt>
<dd>A string that specifies the sub-family distribution.</dd></dl>

Arguments

Probability Weighted L-moment Skewness and Kurtosis — qrPwlm

<dl>

<dt>x</dt>
<dd>The vector of values for the calculation of Skewness and Kurtosis.</dd>


<dt>n</dt>
<dd>The number of samples drawn in the simulation. The higher this value, the greater accuracy.</dd>


<dt>mu</dt>
<dd>vector of means.</dd>


<dt>sigma</dt>
<dd>vector of standard deviations.</dd>


<dt>fd</dt>
<dd>A string that specifies the parent distribution.</dd>


<dt>sd</dt>
<dd>A string that specifies the sub-family distribution.</dd>

</dl>

qrPwlm: Probability Weighted L-moment Skewness and Kurtosis

Description

Usage

Value

Arguments

Details

References

Examples