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

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Description

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.

Usage

1
vec2TLmom(vec, ...)

Arguments

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.

Value

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

lambdas

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

ratios

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

trim

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

leftrim

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

rightrim

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

source

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

Note

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.

Author(s)

W.H. Asquith

See Also

TLmoms, vec2lmom

Examples

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

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