lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions
Version 2.2.9

Extensive functions for L-moments (LMs) and probability-weighted moments (PWMs), parameter estimation for distributions, LM computation for distributions, and L-moment ratio diagrams. Maximum likelihood and maximum product of spacings estimation are also available. LMs for right-tail and left-tail censoring by known or unknown threshold and by indicator variable are available. Asymmetric (asy) trimmed LMs (TL-moments, TLMs) are supported. LMs of residual (resid) and reversed (rev) resid life are implemented along with 13 quantile function operators for reliability and survival analyses. Exact analytical bootstrap estimates of order statistics, LMs, and variances- covariances of LMs are provided. The Harri-Coble Tau34-squared Normality Test is available. Distribution support with "L" (LMs), "TL" (TLMs) and added (+) support for right-tail censoring (RC) encompasses: Asy Exponential (Exp) Power [L], Asy Triangular [L], Cauchy [TL], Eta-Mu [L], Exp. [L], Gamma [L], Generalized (Gen) Exp Poisson [L], Gen Extreme Value [L], Gen Lambda [L,TL], Gen Logistic [L), Gen Normal [L], Gen Pareto [L+RC, TL], Govindarajulu [L], Gumbel [L], Kappa [L], Kappa-Mu [L], Kumaraswamy [L], Laplace [L], Linear Mean Resid. Quantile Function [L], Normal [L], 3-p log-Normal [L], Pearson Type III [L], Rayleigh [L], Rev-Gumbel [L+RC], Rice/Rician [L], Slash [TL], 3-p Student t [L], Truncated Exponential [L], Wakeby [L], and Weibull [L]. Multivariate sample L-comoments (LCMs) are implemented to measure asymmetric associations.

Package details

AuthorWilliam Asquith
Date of publication2017-11-08 22:51:54 UTC
MaintainerWilliam Asquith <[email protected]>
LicenseGPL
Version2.2.9
URL http://www.amazon.com/dp/1463508417/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lmomco")

Try the lmomco package in your browser

Any scripts or data that you put into this service are public.

lmomco documentation built on Nov. 17, 2017, 7:25 a.m.