lmomexp: L-moments of the Exponential Distribution In lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Description

This function estimates the L-moments of the Exponential distribution given the parameters (ξ and α) from `parexp`. The L-moments in terms of the parameters are λ_1 = ξ + α, λ_2 = α/2, τ_3 = 1/3, τ_4 = 1/6, and τ_5 = 1/10.

Usage

 `1` ```lmomexp(para) ```

Arguments

 `para` The parameters of the distribution.

Value

An R `list` is returned.

 `lambdas` Vector of the L-moments. First element is λ_1, second element is λ_2, and so on. `ratios` Vector of the L-moment ratios. Second element is τ, third element is τ_3 and so on. `trim` Level of symmetrical trimming used in the computation, which is `0`. `leftrim` Level of left-tail trimming used in the computation, which is `NULL`. `rightrim` Level of right-tail trimming used in the computation, which is `NULL`. `source` An attribute identifying the computational source of the L-moments: “lmomexp”.

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.

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

`parexp`, `cdfexp`, `pdfexp`, `quaexp`
 ```1 2 3``` ```lmr <- lmoms(c(123,34,4,654,37,78)) lmr lmomexp(parexp(lmr)) ```