lmompe3: L-moments of the Pearson Type III Distribution

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

L-moments of the Pearson Type III Distribution

Description

This function estimates the L-moments of the Pearson Type III distribution given the parameters (\mu, \sigma, and \gamma) from parpe3 as the product moments: mean, standard deviation, and skew. The first three L-moments in terms of these parameters are complex and numerical methods are required. For simplier expression of the distribution functions (cdfpe3, pdfpe3, and quape3) the “moment parameters” are expressed differently.

The Pearson Type III distribution is of considerable theoretical interest because the parameters, which are estimated via the L-moments, are in fact the product moments. Although, these values fitted by the method of L-moments will not be numerically equal to the sample product moments. Further details are provided in the Examples section of the pmoms function documentation.

Usage

lmompe3(para)

Arguments

para	The parameters of the distribution.

Value

An R list is returned.

lambdas	Vector of the L-moments. First element is \lambda_1, second element is \lambda_2, and so on.
ratios	Vector of the L-moment ratios. Second element is \tau, third element is \tau_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: “lmompe3”.

Author(s)

W.H. Asquith

References

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.

See Also

parpe3, cdfpe3, pdfpe3, quape3

Examples

lmr <- lmoms(c(123,34,4,654,37,78))
lmr
lmompe3(parpe3(lmr))

lmomco documentation built on May 29, 2024, 10:06 a.m.