fit_lmoments_kappa: L-Moments Parameter Estimation for the Kappa Distribution
Description
This function estimates the parameters of the four-parameter Kappa distribution
using the method of L-moments. Since no closed-form solution for the parameters
in terms of the L-moments is known, the parameters are estimated numerically
using Newton-Raphson iteration.
Usage
fit_lmoments_kappa(data)
Value
A list containing the results of parameter estimation:
data: The data argument.
distribution: "KAP".
method: "L-moments".
params: numeric vector of 4 parameters in the order location, scale, shape (2).
Arguments
data
Numeric vector of observed annual maximum series values.
Must be strictly positive, finite, and not missing.
Details
First, the sample L-moments of the data are computed using utils_sample_lmoments().
Then, the stats::optim() function is used to determine the parameters
by minimizing the euclidian distance between the sample and theoretical L-moment
ratios. The implementation of this routine is based on the deprecated 'homtest'
package, formerly available at https://CRAN.R-project.org/package=homtest.
References
Hosking, J.R.M. & Wallis, J.R., 1997. Regional frequency analysis: an approach based
on L-Moments. Cambridge University Press, New York, USA.