# Method of moments with a twist for GAL distribution # # Author: Francois Pelletier # # LGPL 3.0 ############################################################################### #' Method of moments with a twist for GAL distribution #' #' Estimating the parameters of GAL distribution using a #' twist on method of moments by Seneta (2004) #' @param data Sample #' @param type Choose between "mu" or "kappa" parametrization #' @param log Logical for log-parameters #' @return a vector of estimated parameters #' #' @author Francois Pelletier startparamGAL <- function(data,type="mu",log=FALSE) { if(type=="mu") { mom <- c(mean(data),var(data),moments::skewness(data),moments::kurtosis(data)-3) tau <- 3/(mom[4]) sigma <- sqrt(mom[2]/(2*tau)) mu <- mom[3]*sigma*sqrt(2/(3*(mom[4]))) theta <- mom[1]-tau*mu if(log==FALSE) c(theta,sigma,mu,tau) else log(c(theta,sigma,mu,tau)) } if(type=="kappa") { changetypeGAL(startparamGAL(data,type="mu",log),type="kappa",target="mu",log) } }