lcomoms2: The Sample L-comoments for Two Variables

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

The Sample L-comoments for Two Variables

Description

Compute the sample L-moments for the R two variable data.frame. The “2” in the function name is to refer to fact that this function operates on only two variables. The length of the variables must be greater than the number of L-comoments requested.

Usage

lcomoms2(DATAFRAME, nmom=3, asdiag=FALSE, opdiag=FALSE, ...)

Arguments

DATAFRAME	An R data.frame housing column vectors of data values.
nmom	The number of L-comoments to compute. Default is 3.
asdiag	Return the diagonal of the matrices. Default is FALSE.
opdiag	Return the opposing diagonal of the matrices. Default is FALSE. This function returns the opposing diagonal from first two to second.
...	Additional arguments to pass.

Value

An R list is returned of the first

L1	Matrix or diagonals of first L-comoment.
L2	Matrix or diagonals of second L-comoment.
T2	Matrix or diagonals of L-comoment correlation.
T3	Matrix or diagonals of L-comoment skew.
T4	Matrix or diagonals of L-comoment kurtosis.
T5	Matrix or diagonals of L-comoment Tau5.
source	An attribute identifying the computational source of the L-comoments: “lcomoms2”.

Note

This function computes the L-comoments through the generalization of the Lcomoment.matrix and Lcomoment.coefficients functions.

Author(s)

W.H. Asquith

References

Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978–146350841–8.

See Also

Lcomoment.matrix and Lcomoment.coefficients

Examples

## Not run: 
# Random simulation of standard normal and then combine with
# a random standard exponential distribution
X <- rnorm(200); Y <- X + rexp(200)
z <- lcomoms2(data.frame(X=X, Y=Y))
print(z)

z <- lcomoms2(data.frame(X=X, Y=Y), diag=TRUE)
print(z$T3) # the L-skew values of the margins

z <- lcomoms2(data.frame(X=X, Y=Y), opdiag=TRUE)
print(z$T3) # the L-coskew values
## End(Not run)

lmomco documentation built on Aug. 30, 2023, 5:10 p.m.