samlmu: Compute Sample L-moments

In POT: Generalized Pareto Distribution and Peaks Over Threshold

Compute Sample L-moments

Description

Compute the sample L-moments - unbiased version.

Usage

samlmu(x, nmom = 4, sort.data = TRUE)

Arguments

x	a vector of data
nmom	a numeric value giving the number of sample L-moments to be computed
sort.data	a logical which specifies if the vector of data x should be sorted or not.

Value

This function returns a vector of length nmom corresponding to the sample L-moments. Note that for orders greater or equal than 3 it is the L-moments ratio that is sample L-coefficient of variation, sample L-skewness, sample L-kurtosis, ...

References

Hosking, J. R. M. (1990) L-moment analysis and estimation of order statistics. Journal of the Royal Statistical Society Series B, 52: 105–124.

Examples

x <- runif(50)
samlmu(x, nmom = 5)

POT documentation built on Oct. 17, 2024, 5:06 p.m.