TLMoment: Trimmed L Moments

Description

Calculates empirical Trimmed L-moments of specific order(s) and trimming.

Usage

TLMoment(
  x,
  order = 1L,
  leftrim = 0L,
  rightrim = 0L,
  na.rm = FALSE,
  computation.method = "auto"
)

Arguments

numeric vector of data.

order

integer, order of Trimmed Moment, has to be greater than 1.

leftrim, rightrim

integer indicating trimming parameters, have to be greater than 0.

na.rm

logical, indicates if NAs should be removed.

computation.method

character, indicating if the computation is performed via PWMs, direct, recursive, or recurrence (see References Hosking & Balakrishnan, 2015). Possible values are auto (default, automatically choose appropriate method), pwm, direct, recursive, or recurrence. Only if empirical moments are calculated.

Value

numeric vector, empirical TL(leftrim,rightrim)-moments of orders order of x

References

Elamir, E. A., & Seheult, A. H. (2003). Trimmed L-moments. Computational Statistics & Data Analysis, 43(3), 299-314.

Hosking, J. R. (1990). L-moments: analysis and estimation of distributions using linear combinations of order statistics. Journal of the Royal Statistical Society. Series B (Methodological), 105-124.

Hosking, J. R. M. (2007). Some theory and practical uses of trimmed L-moments. Journal of Statistical Planning and Inference, 137(9), 3024-3039.

Hosking, J. R. M., & Balakrishnan, N. (2015). A uniqueness result for L-estimators, with applications to L-moments. Statistical Methodology, 24, 69-80.

Examples

Run this code

# NOT RUN {
x <- rnorm(100)
TLMoment(x, order = 1)
TLMoment(x, order = 2, leftrim = 0, rightrim = 1)
TLMoment(x, order = c(1, 2, 3), leftrim = 2, rightrim = 2)
TLMoment(x, order = c(1, 3, 2), leftrim = 2, rightrim = 2)
# }