parpe3: Estimate the Parameters of the Pearson Type III Distribution

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

Estimate the Parameters of the Pearson Type III Distribution

Description

This function estimates the parameters of the Pearson Type III distribution given the L-moments of the data in an L-moment object such as that returned by lmoms. The L-moments in terms of the parameters are complicated and solved numerically. For the implementation in lmomco, the three parameters are \mu, \sigma, and \gamma for the mean, standard deviation, and skew, respectively.

Usage

parpe3(lmom, checklmom=TRUE, ...)

Arguments

lmom	An L-moment object created by lmoms or vec2lmom.
checklmom	Should the lmom be checked for validity using the are.lmom.valid function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the \tau_4 and \tau_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check.
...	Other arguments to pass.

Value

An R list is returned.

type	The type of distribution: pe3.
para	The parameters of the distribution.
source	The source of the parameters: “parpe3”.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M., and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

See Also

lmompe3, cdfpe3, pdfpe3, quape3

Examples

lmr <- lmoms(rnorm(20))
parpe3(lmr)

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