lmoms: The Sample L-moments and L-moment Ratios

Description Usage Arguments Value Note Author(s) References See Also Examples

Description

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.

Usage

1
lmoms(x, nmom=5, no.stop=FALSE)

Arguments

x

A vector of data values.

nmom

The number of moments to compute. Default is 5.

no.stop

A logical to return NULL instead of issuing a stop() if nmom is greater than the sample size or if all the values are equal. This is a very late change (decade+) to the foundational function in the package. Auxiliary coding to above this function to avoid the internal stop() became non-ignorable in large data mining exercises. It was a design mistake to have the stop() and not a warning() instead.

Value

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 NULL if asymmetrical trimming was used.

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”.

Note

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.

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.

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.

See Also

lmom.ub, TLmoms, lmorph, lmoms.bernstein

Examples

1
lmoms(rnorm(30),nmom=4)

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