Lmoments (version 1.3-2)

t1lmoments: Trimmed L-moments

Description

Calculates sample trimmed L-moments with trimming parameter 1.

Usage

t1lmoments(data, rmax = 4)
t1lmoments_calc(data, rmax = 4)

Value

array of trimmed L-moments (trimming parameter = 1) up to order 4 containing a row for each variable in data.

Arguments

data

matrix or data frame.

rmax

maximum order of trimmed L-moments.

Author

Juha Karvanen , Santeri Karppinen

References

Karvanen, J. 2006. Estimation of quantile mixtures via L-moments and trimmed L-moments, Computational Statistics & Data Analysis 51, (2), 947--959. https://users.jyu.fi/~jutakarv/papers/Karvanen_quantile_mixtures.pdf.

Elamir, E. A., Seheult, A. H. 2003. Trimmed L-moments, Computational Statistics & Data Analysis 43, 299--314.

See Also

Lmoments for L-moments, and dcauchypoly and t1lmom2cauchypoly4 for the Cauchy-polynomial quantile mixture

Examples

#Generates 500 random variables from the Cauchy-polynomial quantile mixture, 
#calculates the trimmed L-moments,
#estimates parameters via trimmed L-moments and 
#plots the true pdf and the estimated pdf together with the histogram of the data.
true_params <- t1lmom2cauchypoly4(c(0,1,0.075,0.343));
x <- rcauchypoly(500,true_params);
t1lmom <- t1lmoments(x);
estim_params <- t1lmom2cauchypoly4(t1lmom);
plotpoints <- seq(-10,10,by=0.01);
histpoints <- c(seq(min(x)-1,-20,length.out=50),seq(-10,10,by=0.5),seq(20,max(x)+1,length.out=50));
hist(x,breaks=histpoints, freq=FALSE, xlim=c(-10,10));
lines(plotpoints, dcauchypoly(plotpoints, estim_params), col='red');
lines(plotpoints, dcauchypoly(plotpoints, true_params), col='blue');