R: Replace observations under a Pareto model

replaceTail {laeken} | R Documentation

## Replace observations under a Pareto model

### Description

Replace observations under a Pareto model for the upper tail with values drawn from the fitted distribution.

### Usage

    replaceTail(x, ...)

    ## S3 method for class 'paretoTail'
    replaceTail(x, all = TRUE, ...)

    replaceOut(x, ...)

### Arguments

`x` | an object of class `"paretoTail"` (see `paretoTail`).
`all` | a logical indicating whether all observations in the upper tail should be replaced or only those flagged as outliers.
`...` | additional arguments to be passed down.

### Details

`replaceOut(x, ...{})` is a simple wrapper for `replaceTail(x, all = FALSE, ...{})`.

### Value

A numeric vector consisting mostly of the original values, but with observations in the upper tail replaced with values from the fitted Pareto distribution.

### Author(s)

Andreas Alfons

### References

A. Alfons and M. Templ (2013) Estimation of Social Exclusion Indicators from Complex Surveys: The R Package laeken. Journal of Statistical Software, 54(15), 1–25. URL http://www.jstatsoft.org/v54/i15/

A. Alfons, M. Templ, P. Filzmoser (2013) Robust estimation of economic indicators from survey samples based on Pareto tail modeling. Journal of the Royal Statistical Society, Series C, 62(2), 271–286.

### See Also

`paretoTail`, `reweightOut`, `shrinkOut`

### Examples

    data(eusilc)

    ## gini coefficient without Pareto tail modeling
    gini("eqIncome", weights = "rb050", data = eusilc)

    ## gini coefficient with Pareto tail modeling

    # estimate threshold
    ts <- paretoScale(eusilc$eqIncome, w = eusilc$db090,
        groups = eusilc$db030)

    # estimate shape parameter
    fit <- paretoTail(eusilc$eqIncome, k = ts$k,
        w = eusilc$db090, groups = eusilc$db030)

    # replacement of outliers
    eqIncome <- replaceOut(fit)
    gini(eqIncome, weights = eusilc$rb050)

    # replacement of whole tail
    eqIncome <- replaceTail(fit)
    gini(eqIncome, weights = eusilc$rb050)

[Package laeken version 0.4.6 Index]