covnormpoly4            package:Lmoments            R Documentation

_C_o_v_a_r_i_a_n_c_e _m_a_t_r_i_x _o_f _t_h_e _p_a_r_a_m_e_t_e_r_s _o_f _t_h_e _n_o_r_m_a_l-_p_o_l_y_n_o_m_i_a_l _q_u_a_n_t_i_l_e _m_i_x_t_u_r_e

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     covnormpoly4(data)

_A_r_g_u_m_e_n_t_s:

    data: vector of observations

_D_e_t_a_i_l_s:

_V_a_l_u_e:

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

_A_u_t_h_o_r(_s):

     Juha Karvanen <juha.karvanen@ktl.fi>

_R_e_f_e_r_e_n_c_e_s:

     Karvanen, J. 2005. Estimation of quantile mixtures via L-moments
     and trimmed L-moments,  _Computational Statistics & Data
     Analysis_, in press, <URL:
     http://www.bsp.brain.riken.jp/publications/2005/karvanen_quantile_
     mixtures.pdf>.

_S_e_e _A_l_s_o:

     '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.

