R/parglo.R

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

"parglo" <-
function(lmom,checklmom=TRUE,...) {
    SMALL <- 1e-6
    # Estimate kappa of distribution
    para <- rep(NA,3)
    names(para) <- c("xi","alpha","kappa")
    if(length(lmom$L1) == 1) { # convert to named L-moments
      lmom <- lmorph(lmom)     # nondestructive conversion!
    }
    if(checklmom & ! are.lmom.valid(lmom)) {
       warning("L-moments are invalid")
       return()
    }

    K <- -lmom$ratios[3]
    if(abs(K) <= SMALL) {
      # kappa is effectively zero
      para[3] <- 0
      para[2] <- lmom$lambdas[2]
      para[1] <- lmom$lambdas[1]
      return(list(type = 'glo', para = para))
    }
    # Estimate alpha and xi of distribution
    KK <- K*pi/sin(K*pi)
    A  <- lmom$lambdas[2]/KK
    para[1] <- lmom$lambdas[1] - A*(1-KK)/K
    para[2] <- A
    para[3] <- K
    return(list(type = 'glo', para = para, source="parglo"))
}