vec2TLmom: Convert a Vector of TL-moments to a TL-moment Object

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

Convert a Vector of TL-moments to a TL-moment Object

Description

This function converts a vector of trimmed L-moments (TL-moments) to a TL-moment object of lmomco by dispatch to vec2lmom. The object is an R list. This function is intended to facilitate the use of TL-moments that the user might have from other sources. The trimming on the left-tail is denoted by t and the trimming on the right-tail is denoted as s. The first five TL-moments are \lambda^{(t,s)}_1, \lambda^{(t,s)}_2, \lambda^{(t,s)}_3, \lambda^{(t,s)}_4, \lambda^{(t,s)}_5, \tau^{(t,s)}, \tau^{(t,s)}_3, \tau^{(t,s)}_4, and \tau^{(t,s)}_5. The function supports TL-moments and TL-moment ratios of arbitrary length. Because in typical practice the k \ge 3 order L-moments are dimensionless ratios (\tau^{(t,s)}_3, \tau^{(t,s)}_4, and \tau^{(t,s)}_5), this function computes \lambda^{(t,s)}_3, \lambda^{(t,s)}_4, \lambda^{(t,s)}_5 from \lambda^{(t,s)}_2 and the ratios. However, typical practice is not set on the use of \lambda^{(t,s)}_2 or \tau^{(t,s)} as measure of dispersion. Therefore, this function takes an lscale optional logical argument—if \lambda^{(t,s)}_2 is provided and lscale=TRUE, then \tau is computed by the function and if \tau is provided, then \lambda^{(t,s)}_2 is computed by the function. The trim level of the TL-moment is required. Lastly, it might be common for t=s and hence symmetrical trimming is used.

Usage

vec2TLmom(vec, ...)

Arguments

vec	A vector of L-moment values in \lambda^{(t,s)}_1, \lambda^{(t,s)}_2 or \tau^{(t,s)}, \tau^{(t,s)}_3, \tau^{(t,s)}_4, and \tau^{(t,s)}_5 order.
...	The arguments used by vec2lmom.

Value

An R list is returned where t represents the trim level.

lambdas	Vector of the TL-moments. First element is \lambda^{(t,s)}_1, second element is \lambda^{(t,s)}_2, and so on.
ratios	Vector of the L-moment ratios. Second element is \tau^{(t,s)}, third element is \tau^{(t,s)}_3 and so on.
trim	Level of symmetrical trimming, which should equal NULL if asymmetrical trimming is used.
leftrim	Level of trimming of the left-tail of the sample.
rightrim	Level of trimming of the right-tail of the sample.
source	An attribute identifying the computational source of the L-moments: “TLmoms”.

Note

The motiviation for this function that arrange trivial arguments for vec2lmom is that it is uncertain how TL-moments will grow in the research community and there might someday be a needed for alternative support without having to touch vec2lmom. Plus there is nice function name parallelism in having a dedicated function for the TL-moments as there is for L-moments and probability-weighted moments.

Author(s)

W.H. Asquith

See Also

TLmoms, vec2lmom

Examples

TL <- vec2TLmom(c(12,0.6,0.34,0.20,0.05),lscale=FALSE,trim=1)

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