cdf2lmoms: Compute L-moments from Cumulative Distribution Function

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

Compute L-moments from Cumulative Distribution Function

Description

Compute the L-moments from a cumulative distribution function. For r \ge 1, the L-moments can be computed by sequential calling of cdf2lmom. Consult the documentation of that function for mathematical definitions.

Usage

cdf2lmoms(para, nmom=6, fdepth=0, silent=TRUE, lambegr=1, ...)

Arguments

para	The parameters from lmom2par or similar.
nmom	The number of moments to compute. Default is 6.
fdepth	The depth of the nonexceedance/exceedance probabilities to determine the lower and upper integration limits through a call to the par2qua function. The default of 0 implies the quantile for F=0 and quantile for F=1 as the respective lower and upper limits.
silent	A logical to be passed into cdf2lmom and then onto the try functions encompassing the integrate function calls.
lambegr	The rth order to begin the sequence for L-moment computation. Can be used as a means to bypass a mean computation if the user has an alternative method for the mean or other central tendency characterization in which case lambegr = 2.
...	Additional arguments to pass to cdf2lmom.

Value

An R list is returned.

lambdas	Vector of the L-moments. First element is \hat{\lambda}^{(0,0)}_1, second element is \hat{\lambda}^{(0,0)}_2, and so on.
ratios	Vector of the L-moment ratios. Second element is \hat{\tau}^{(0,0)}, third element is \hat{\tau}^{(0,0)}_3 and so on.
trim	Level of symmetrical trimming used in the computation, which will equal NULL is not support for trimming is provided by this function.
leftrim	Level of left-tail trimming used in the computation, which will equal NULL is not support for trimming is provided by this function.
rightrim	Level of right-tail trimming used in the computation, which will equal NULL is not support for trimming is provided by this function.
source	An attribute identifying the computational source of the L-moments: “cdf2lmoms”.

Author(s)

W.H. Asquith

See Also

cdf2lmom, lmoms

Examples

cdf2lmoms(vec2par(c(10,40), type="ray"))
## Not run: 
# relatively slow computation
vec2par(c(.9,.4), type="emu"); cdf2lmoms(para, nmom=4)
vec2par(c(.9,.4), type="emu"); cdf2lmoms(para, nmom=4, fdepth=0)
## End(Not run)

wasquith/lmomco documentation built on April 20, 2024, 7:20 p.m.