t1lmoments: Trimmed L-moments

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

Trimmed L-moments

Description

Calculates sample trimmed L-moments with trimming parameter 1.

Usage

t1lmoments(data,rmax=4)

Arguments

data	matrix or data frame.
rmax	maximum order of trimmed L-moments.

Value

array of trimmed L-moments (trimming parameter = 1) up to order 4 containing a row for each variable in data.

Note

Functions link{Lmoments} and link{Lcoefs} calculate trimmed L-moments if you specify trim=c(1,1).

Author(s)

Juha Karvanen [e-mail]

References

Karvanen, J. and A. Nuutinen (2008). "Characterizing the generalized lambda distribution by L-moments." Computational Statistics and Data Analysis 52(4): 1971-1983.

Asquith, W. (2007). "L-moments and TL-moments of the generalized lambda distribution." Computational Statistics and Data Analysis 51(9): 4484-4496.

Elamir, E. A., Seheult, A. H. 2004. "Exact variance structure of sample L-moments" Journal of Statistical Planning and Inference 124 (2) 337-359.

Hosking, J. 1990. "L-moments: Analysis and estimation distributions using linear combinations of order statistics", Journal of Royal Statistical Society B 52, 105-124.

See Also

Lmoments for L-moments

Examples

x<-rnorm(500)
t1lmoments(x)

GLDEX documentation built on Aug. 21, 2023, 9:08 a.m.