https://github.com/cran/laeken
Tip revision: c70ecbc6eef5e383c6f18d3f740cf903402bd169 authored by Andreas Alfons on 06 June 2011, 00:00:00 UTC
version 0.3
version 0.3
Tip revision: c70ecbc
thetaQQ.R
# ----------------------------------------
# Authors: Andreas Alfons and Josef Holzer
# Vienna University of Technology
# ----------------------------------------
thetaQQ <- function(x, k = NULL, x0 = NULL) {
## initializations
if(!is.numeric(x) || length(x) == 0) stop("'x' must be a numeric vector")
haveK <- !is.null(k)
if(haveK) { # if 'k' is supplied, it is always used
if(!is.numeric(k) || length(k) == 0 || k[1] < 1) {
stop("'k' must be a positive integer")
} else k <- k[1]
} else if(!is.null(x0)) { # otherwise 'x0' (threshold) is used
if(!is.numeric(x0) || length(x0) == 0) stop("'x0' must be numeric")
else x0 <- x0[1]
} else stop("either 'k' or 'x0' must be supplied")
if(any(i <- is.na(x))) x <- x[!i] # remove missing values
x <- sort(x)
n <- length(x)
# if(haveK) { # 'k' is supplied, threshold is determined
# if(k >= n) stop("'k' must be smaller than the number of observed values")
# x0 <- x[n-k] # threshold (scale parameter)
# } else { # 'k' is not supplied, it is determined using threshold
# # values are already sorted
# if(x0 >= x[n]) stop("'x0' must be smaller than the maximum of 'x'")
# k <- length(which(x > x0))
# }
if(!haveK) { # 'k' is not supplied, it is determined using threshold
# values are already sorted
if(x0 >= x[n]) stop("'x0' must be smaller than the maximum of 'x'")
k <- length(which(x > x0))
}
## calculations
logx <- log(x[n:(n-k+1)]) # lograrithm of reversed tail
h <- -log((1:k)/(k+1))
## QQ-estimator
(k*sum(h^2) - sum(h)^2) / sum(h * (k*logx - sum(logx)))
}