# TLMoment: Trimmed L Moments In TLMoments: Calculate TL-Moments and Convert Them to Distribution Parameters

 TLMoment R Documentation

## Trimmed L Moments

### Description

Calculates empirical Trimmed L-moments of specific order(s) and trimming.

### Usage

```TLMoment(
x,
order = 1L,
leftrim = 0L,
rightrim = 0L,
na.rm = FALSE,
computation.method = "auto"
)
```

### Arguments

 `x` numeric vector of data. `order` integer, order of Trimmed Moment, has to be greater than 1. `leftrim, rightrim` integer indicating trimming parameters, have to be greater than 0. `na.rm` logical, indicates if NAs should be removed. `computation.method` character, indicating if the computation is performed via PWMs, direct, recursive, or recurrence (see References Hosking & Balakrishnan, 2015). Possible values are `auto` (default, automatically choose appropriate method), `pwm`, `direct`, `recursive`, or `recurrence`. Only if empirical moments are calculated.

### Value

numeric vector, empirical TL(`leftrim`,`rightrim`)-moments of orders `order` of `x`

### References

Elamir, E. A., & Seheult, A. H. (2003). Trimmed L-moments. Computational Statistics & Data Analysis, 43(3), 299-314.

Hosking, J. R. (1990). L-moments: analysis and estimation of distributions using linear combinations of order statistics. Journal of the Royal Statistical Society. Series B (Methodological), 105-124.

Hosking, J. R. M. (2007). Some theory and practical uses of trimmed L-moments. Journal of Statistical Planning and Inference, 137(9), 3024-3039.

Hosking, J. R. M., & Balakrishnan, N. (2015). A uniqueness result for L-estimators, with applications to L-moments. Statistical Methodology, 24, 69-80.

`TLMoments`

### Examples

```x <- rnorm(100)
TLMoment(x, order = 1)
TLMoment(x, order = 2, leftrim = 0, rightrim = 1)
TLMoment(x, order = c(1, 2, 3), leftrim = 2, rightrim = 2)
TLMoment(x, order = c(1, 3, 2), leftrim = 2, rightrim = 2)
```

TLMoments documentation built on March 27, 2022, 5:07 p.m.