estimate.tsdistribution.spdspec function

Estimates the parameters of a semi-parametric distribution.

## S3 method for class 'tsdistribution.spdspec'
estimate(object, method = "pwm", ...)

Arguments

• object: an object of class tsdistribution.spdspec .
• method: 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.

Returns

An object of class tsdistribution.spdestimate with slots for the upper, lower and interior kernel fitted values.

Details

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.

References

\insertRef Hosking1985tsdistributions