Usage: |
{db,delik,demin,vb,velik,vemin,w2b,w2elik,w2emin,a2b,a2elik,a2emin,mu,sigma,mulik,sigmalik,mumin,sigmamin,caution}=estln(analyzedsample,method,numberofiterations)
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Input: |
| analyzedsample | n x 1 vector, sample for which lognormal distribution parameters will be estimated.
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| method | integer, estimation method selection flag (0 - all methods, 1 - ML, 2 - A2).
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| numberofiterations | integer, number of iterations for minimization procedures.
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Output: |
| db | scalar, Value of Kolmogorov statistic for MoM parameters. |
| delik | scalar, Value of Kolmogorov statistic for ML parameters. |
| demin | scalar, Value of Kolmogorov statistic for A2 parameters. |
| vb | scalar, Value of Kuiper statistic for MoM parameters. |
| velik | scalar, Value of Kuiper statistic for ML parameters. |
| vemin | scalar, Value of Kuiper statistic for A2 parameters. |
| w2b | scalar, Value of Cramer-von Mises statistic for MoM parameters. |
| w2elik | scalar, Value of Cramer-von Mises statistic for ML parameters. |
| w2emin | scalar, Value of Cramer-von Mises statistic for A2 parameters. |
| a2b | scalar, Value of Anderson-Darling statistic for MoM parameters. |
| a2elik | scalar, Value of Anderson-Darling statistic for ML parameters. |
| a2emin | scalar, Value of Anderson-Darling statistic for A2 parameters. |
| mu | scalar, Parameter mu from MoM estimation. |
| sigma | scalar, Parameter sigma from MoM estimation. |
| mulik | scalar, Parameter mu from ML estimation. |
| sigmalik | scalar, Parameter sigma from ML estimation. |
| mumin | scalar, Parameter mu from A2 estimation. |
| sigmamin | scalar, Parameter sigma from A2 estimation. |
| caution | scalar, 1 - if MoM estimators can not be computed, 0 - otherwise. |