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ffaframework (version 0.1.1)

select_lkurtosis: L-Kurtosis Method for Distribution Selection

Description

Selects a probability distribution by minimizing the absolute distance between the theoretical L-kurtosis (\(\tau_4\)) and the sample L-kurtosis (\(t_4\)). Only supports 3-parameter distributions.

For NS-FFA: To select a distribution for a nonstationary model, include the observation years (ns_years) and the nonstationary model structure (ns_structure). Then, this method will detrend the original, nonstationary data internally using the data_decomposition() function prior to distribution selection.

Usage

select_lkurtosis(data, ns_years = NULL, ns_structure = NULL)

Value

A list with the results of distribution selection:

  • method: "L-kurtosis".

  • decomposed_data: The detrended dataset used to compute the L-moments. For S-FFA, this is the data argument. For NS-FFA, it is output of data_decomposition().

  • metrics: A list of L-kurtosis metrics for each distribution.

  • recommendation: Name of the distribution with the smallest L-kurtosis metric.

Arguments

data

Numeric vector of observed annual maximum series values. Must be strictly positive, finite, and not missing.

ns_years

For NS-FFA only: Numeric vector of observation years corresponding to data. Must be the same length as data and strictly increasing.

ns_structure

For NS-FFA only: Named list indicating which distribution parameters are modeled as nonstationary. Must contain two logical scalars:

  • location: If TRUE, the location parameter has a linear temporal trend.

  • scale: If TRUE, the scale parameter has a linear temporal trend.

Details

This method computes the distance between the sample and theoretical L-kurtosis values at a fixed L-skewness. For three parameter distributions, the shape parameter that best replicates the sample L-skewness is determined using stats::optim().

References

Hosking, J.R.M. & Wallis, J.R., 1997. Regional frequency analysis: an approach based on L-Moments. Cambridge University Press, New York, USA.

See Also

utils_sample_lmoments(), select_ldistance(), select_zstatistic(), plot_lmom_diagram()

Examples

Run this code
data <- rnorm(n = 100, mean = 100, sd = 10)
select_lkurtosis(data)

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