lmomlap: L-moments of the Laplace Distribution

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

L-moments of the Laplace Distribution

Description

This function estimates the L-moments of the Laplace distribution given the parameters (\xi and \alpha) from parlap. The L-moments in terms of the parameters are \lambda_1 = \xi, \lambda_2 = 3\alpha/4, \tau_3 = 0, \tau_4 = 17/22, \tau_5 = 0, and \tau_6 = 31/360.

For r odd and r \ge 3, \lambda_r = 0, and for r even and r \ge 4, the L-moments using the hypergeometric function {}_2F_1() are

\lambda_r = \frac{2\alpha}{r(r-1)}[1 - {}_2F_1(-r, r-1, 1, 1/2)]\mbox{,}

where {}_2F_1(a, b, c, z) is defined as

{}_2F_1(a, b, c, z) = \sum_{n=0}^\infty \frac{(a)_n(b)_n}{(c)_n}\frac{z^n}{n!}\mbox{,}

where (x)_n is the rising Pochhammer symbol, which is defined by

(x)_n = 1 \mbox{\ for\ } n = 0\mbox{, and}

(x)_n = x(x+1)\cdots(x+n-1) \mbox{\ for\ } n > 0\mbox{.}

Usage

lmomlap(para)

Arguments

para	The parameters of the distribution.

Value

An R list is returned.

lambdas	Vector of the L-moments. First element is \lambda_1, second element is \lambda_2, and so on.
ratios	Vector of the L-moment ratios. Second element is \tau, third element is \tau_3 and so on.
trim	Level of symmetrical trimming used in the computation, which is 0.
leftrim	Level of left-tail trimming used in the computation, which is NULL.
rightrim	Level of right-tail trimming used in the computation, which is NULL.
source	An attribute identifying the computational source of the L-moments: “lmomlap”.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.

See Also

parlap, cdflap, pdflap, qualap

Examples

lmr <- lmoms(c(123,34,4,654,37,78))
lmr
lmomlap(parlap(lmr))

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.