Estimates the parameters of a semi-parametric distribution.
# S3 method for tsdistribution.spdspec
estimate(object, method = "pwm", ...)An object of class “tsdistribution.spdestimate” with slots for the upper, lower and interior kernel fitted values.
an object of class “tsdistribution.spdspec”.
a choice of “Grimshaw”, “obre” or “nlm” from
fit.gpd or “pwm” for the probability weighted moments estimator.
additional parameters passed to the gpd estimation function.
The estimation defaults to the Probability Weighted Moments (pwm) of
Hosking (1985), and alternative methods are provided via the “mev” package.
For the interior of the distribution, the bkde function is used
to calculate the kernel density.
Hosking1985tsdistributions