Description Usage Arguments Value Author(s) References See Also Examples
Compute the sample trimmed Lmoments (TLmoments) for a vector. The level of symmetrical trimming is specified. The mathematical expression for a TLmoment is seen under TLmom
. The TLmoms
function loops across that expression and the TLmom
function for each nmom
=r set in the argument list.
1 
x 
A vector of data values. 
nmom 
The number of moments to compute. Default is 5. 
trim 
Level of symmetrical trimming to use in the computations. Although 
leftrim 
Level of trimming of the lefttail of the sample, which should be left to 
rightrim 
Level of trimming of the righttail of the sample, which should be left to 
vecit 
A logical to return the first two λ_i \in 1,2 and then the τ_i \in 3,\cdots where the length of the returned vector is controlled by the 
An R list
is returned.
lambdas 
Vector of the TLmoments. First element is \hat{λ}^{(t_1,t_2)}_1, second element is \hat{λ}^{(t_1,t_2)}_2, and so on. 
ratios 
Vector of the Lmoment ratios. Second element is \hat{τ}^{(t_1,t_2)}, third element is \hat{τ}^{(t_1,t_2)}_3 and so on. 
trim 
Level of symmetrical trimming used in the computation. 
leftrim 
Level of lefttail trimming used in the computation, which will equal 
rightrim 
Level of righttail trimming used in the computation, which will equal 
source 
An attribute identifying the computational source of the Lmoments: “TLmoms”. 
W.H. Asquith
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed Lmoments: Computational statistics and data analysis, v. 43, pp. 299314.
1 2 3 4 5 6 7 8 9 10 11  X1 < rcauchy(30)
TL < TLmoms(X1,nmom=6,trim=1)
# This trimming with remove the 1 and the two 4s. All values passed on to the TLmom()
# function then are equal and number of Lmoments is too big as well. TLmom() returns
# NaN but these are intercepted and systematically changed to NAs.
TLmoms(c(1,2,2,2,4,4), leftrim=1, rightrim=2, nmom=6)$lambdas
# [1] 2 0 0 NA NA NA
# Example of zero skewness (Berry Boessenkool)
TLmoms(c(3.2, 4.4, 4.8, 2.6, 3.6))

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