Control Parameters for the Robust Lognormal Parameter Estimators

DESCRIPTION:

Generates a list of control parameters for the robust lognormal distribution parameter estimator used in lognormRob.

USAGE:

lognormRob.control(estim, alpha1 = 0.5, alpha2 = 20.5, u = 0.99, beta =
0.4, gam = 0.4, tol = 0.0001, cov = T)

REQUIRED ARGUMENTS:

estim
the robust estimator used in lognormRob. Currently the only choice is "tdmean" for the truncated mean estimator. Only the parameters required for this estimator are returned.

Parameters for the truncated mean:

alpha1
the regula falsi procedure (Marazzi and Ruffieux 1999) is applied to the interval [alpha1, alpha2].

alpha2
see alpha1.

u
the value of the tuning constant.

beta
value of Beta in the interval [0, 0.5].

gam
value of Gamma in the interval [0, 0.5].

tol
relative precision of alpha, sigma, and the truncation points.

cov
if TRUE an estimate of the variance of the mean is computed.

VALUE:

a list containing the control parameters for the estimator specified by estim .

VALUE:

SEE ALSO:

.

EXAMPLES:

lognormRob(los, control = lognormRob.control("tdmean", tol=1e-6))