McCulloch quantile-based method.
Usage
McCullochParametersEstim(x)
Arguments
- x
data used to perform the estimation: vector of length n.
Details
The code is a modified version of function .qStableFit from
package fBasics.
Value
numeric of length 4, represening the value of the 4
parameters.
References
McCulloch JH (1986).
“Simple consistent estimators of stable distribution parameters.”
Communications in Statistics-Simulation and Computation, 15(4), pp. 1109–1136.
Examples
set.seed(333)
x <- rstable(500, 1.3, 0.4, 1, 0)
McCullochParametersEstim(x)
#> alpha beta gamma delta
#> 1.2280000 0.3910000 0.9498760 0.0353745