lmomco (version 2.2.4)

lmoms: The Sample L-moments and L-moment Ratios

Description

Compute the sample L-moments. The mathematical expression for sample L-moment computation is shown under TLmoms. The formula jointly handles sample L-moment computation and sample TL-moment (Elamir and Seheult, 2003) computation. A description of the most common L-moments is provided under lmom.ub.

Usage

lmoms(x,nmom=5)

Arguments

x

A vector of data values.

nmom

The number of moments to compute. Default is 5.

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 if asymmetrical trimming was used.

leftrim

Level of left-tail trimming used in the computation.

rightrim

Level of right-tail trimming used in the computation.

source

An attribute identifying the computational source of the L-moments: “lmoms”.

References

Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978--146350841--8.

Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational statistics and data analysis, vol. 43, pp. 299-314.

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.

See Also

lmom.ub, TLmoms, lmorph, lmoms.bernstein

Examples

X1 <- rnorm(30)
L5 <- lmoms(X1)
L4 <- lmoms(X1,nmom=4)