fit_marginalNB function

Fist a negative binomial distribution as marginal law

fit_marginalNB(x, LM, plotdiag = FALSE)

Arguments

• x: vector of equidistant time series data
• LM: Lebesgue measure of the estimated trawl
• plotdiag: binary variable specifying whether or not diagnostic plots should be provided

Returns

m: parameter in the negative binomial marginal distribution

theta: parameter in the negative binomial marginal distribution

a: Here $a=\theta/(1-\theta)$. This is given for an alternative parametrisation of the negative binomial marginal distribution

Details

The moment estimator for the parameters of the negative binomial distribution are given by

and