R: Covariance matrix of the parameters of the normal-polynomial...

covnormpoly4 {Lmoments} | R Documentation

## Covariance matrix of the parameters of the normal-polynomial quantile mixture

### Description

Estimates covariance matrix of the four parameters of normal-polynomial quantile mixture

### Usage

    covnormpoly4(data)

### Arguments

`data` | vector of observations

### Value

covariance matrix of the four parameters of normal-polynomial quantile mixture

### Author(s)

Juha Karvanen juha.karvanen@iki.fi

### References

Karvanen, J. 2006. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis 51, (2), 947–959. http://www.bsp.brain.riken.jp/publications/2006/karvanen_quantile_mixtures.pdf.

### See Also

`Lmomcov` for covariance matrix of L-moments, `dnormpoly` for the normal-polynomial quantile mixture and `data2normpoly4` for the estimation of the normal-polynomial quantile mixture.

[Package Lmoments version 1.2-3 Index]