Description Usage Arguments Value Note Author(s) References See Also Examples
Compute the sample L-moments. The mathematical expression for sample L-moment computation is shown under TLmoms
. The formula jointly handles sample L-moment computation and sample TL-moment (Elamir and Seheult, 2003) computation. A description of the most common L-moments is provided under lmom.ub
.
1 |
x |
A vector of data values. |
nmom |
The number of moments to compute. Default is 5. |
no.stop |
A logical to return |
An R list
is returned.
lambdas |
Vector of the L-moments. First element is \hat{λ}^{(0,0)}_1, second element is \hat{λ}^{(0,0)}_2, and so on. |
ratios |
Vector of the L-moment ratios. Second element is \hat{τ}^{(0,0)}, third element is \hat{τ}^{(0,0)}_3 and so on. |
trim |
Level of symmetrical trimming used in the computation, which will equal |
leftrim |
Level of left-tail trimming used in the computation. |
rightrim |
Level of right-tail trimming used in the computation. |
source |
An attribute identifying the computational source of the L-moments: “lmoms”. |
This function computes the L-moments through the generalization of the TL-moments (TLmoms
). In fact, this function calls the default TL-moments with no trimming of the sample. This function is equivalent to lmom.ub
, but returns a different data structure. The lmoms
function is preferred by the author.
W.H. Asquith
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.
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational statistics and data analysis, vol. 43, pp. 299-314.
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.
lmom.ub
, TLmoms
, lmorph
, lmoms.bernstein
1 |
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