vec2TLmom: Convert a Vector of TL-moments to a TL-moment Object

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


This function converts a vector of trimmed L-moments (TL-moments) to a TL-moment object of lmomco by dispatch to vec2lmom. The object is an R list. This function is intended to facilitate the use of TL-moments that the user might have from other sources. The trimming on the left-tail is denoted by t and the trimming on the right-tail is denoted as s. The first five TL-moments are λ^{(t,s)}_1, λ^{(t,s)}_2, λ^{(t,s)}_3, λ^{(t,s)}_4, λ^{(t,s)}_5, τ^{(t,s)}, τ^{(t,s)}_3, τ^{(t,s)}_4, and τ^{(t,s)}_5. The function supports TL-moments and TL-moment ratios of arbitrary length. Because in typical practice the k ≥ 3 order L-moments are dimensionless ratios (τ^{(t,s)}_3, τ^{(t,s)}_4, and τ^{(t,s)}_5), this function computes λ^{(t,s)}_3, λ^{(t,s)}_4, λ^{(t,s)}_5 from λ^{(t,s)}_2 and the ratios. However, typical practice is not set on the use of λ^{(t,s)}_2 or τ^{(t,s)} as measure of dispersion. Therefore, this function takes an lscale optional logical argument—if λ^{(t,s)}_2 is provided and lscale=TRUE, then τ is computed by the function and if τ is provided, then λ^{(t,s)}_2 is computed by the function. The trim level of the TL-moment is required. Lastly, it might be common for t=s and hence symmetrical trimming is used.


vec2TLmom(vec, ...)



A vector of L-moment values in λ^{(t,s)}_1, λ^{(t,s)}_2 or τ^{(t,s)}, τ^{(t,s)}_3, τ^{(t,s)}_4, and τ^{(t,s)}_5 order.


The arguments used by vec2lmom.


An R list is returned where t represents the trim level.


Vector of the TL-moments. First element is λ^{(t,s)}_1, second element is λ^{(t,s)}_2, and so on.


Vector of the L-moment ratios. Second element is τ^{(t,s)}, third element is τ^{(t,s)}_3 and so on.


Level of symmetrical trimming, which should equal NULL if asymmetrical trimming is used.


Level of trimming of the left-tail of the sample.


Level of trimming of the right-tail of the sample.


An attribute identifying the computational source of the L-moments: “TLmoms”.


The motiviation for this function that arrange trivial arguments for vec2lmom is that it is uncertain how TL-moments will grow in the research community and there might someday be a needed for alternative support without having to touch vec2lmom. Plus there is nice function name parallelism in having a dedicated function for the TL-moments as there is for L-moments and probability-weighted moments.


W.H. Asquith

See Also

TLmoms, vec2lmom


TL <- vec2TLmom(c(12,0.6,0.34,0.20,0.05),lscale=FALSE,trim=1)

lmomco documentation built on March 18, 2018, 1:45 p.m.