R: Pitman location estimator

pitman {smoothmest} | R Documentation

## Pitman location estimator

### Description

Pitman estimator of one-dimensional location, optimal with scale assumed to be known. Calculated by brute force (using `integrate`).

### Usage

      pitman(y, d=ddoublex, lower=-Inf, upper=Inf, s=mad(y), ...)

### Arguments

`y` | numeric vector. Data set.
`d` | a density function defining the distribution for which the Pitman estimator is computed.
`lower` | numeric. Lower bound for the involved integrals (should be `-Inf` unless there are numerical problems).
`upper` | numeric. Lower bound for the involved integrals (should be `Inf` unless there are numerical problems).
`s` | numeric. Estimated or assumed scale/standard deviation.
`...` | further arguments to be passed on to the density function `d`.

### Value

The estimated value.

### Author(s)

Christian Hennig chrish@stats.ucl.ac.uk http://www.homepages.ucl.ac.uk/~ucakche/

### References

Pitman, E.J. (1939) The estimation of the location and scale parameters of a continuous population of any given form. Biometrika 30, 391-421.

### See Also

`smoothm`

### Examples

      set.seed(10001)
      y <- rdoublex(7)
      pitman(y,ddoublex)
      pitman(y,dcauchy)
      pitman(y,dnorm)

[Package smoothmest version 0.1-2 Index]