lmomco (version 1.7.3)

lcomoms2: The Sample L-comoments for Two Variables

Description

Compute the sample L-moments for two variable data.frame. The 2 in the function name is to refer to fact that this function operates on only two variables. The length of the variables must be greater than the number of L-comoments requested.

Usage

lcomoms2(DATAFRAME, nmom=3, asdiag=FALSE, opdiag=FALSE, ...)

Arguments

DATAFRAME

A vector of data values.

nmom

The number of moments to compute. Default is 3.

asdiag

Return the diagonal of the matrices. Default is FALSE.

opdiag

Return the opposing diagonal of the matrices. Default is FALSE. This function returns the opposing diagonal from first two to second.

...

Additional arguments to pass.

Value

• An R list is returned of the first
• L1
  Matrix or diagonals of first L-comoment.
• L2
  Matrix or diagonals of second L-comoment.
• T2
  Matrix or diagonals of L-comoment correlation.
• T3
  Matrix or diagonals of L-comoment skew.
• T4
  Matrix or diagonals of L-comoment kurtosis.
• T5
  Matrix or diagonals of L-comoment Tau5.
• source
  An attribute identifying the computational source of the L-comoments: lcomoms2.

References

Serfling, R., and Xiao, P., 2007, A contribution to multivariate L-moments---L-comoment matrices: Journal of Multivariate Analysis, v.~98, pp.~1765--1781.

See Also

Lcomoment.matrix and Lcomoment.coefficients

Examples

# Random simulation of standard normal and then combine with
# a random standard exponential distribution
X <- rnorm(200); Y <- X + rexp(200)

z <- lcomoms2(data.frame(X=X, Y=Y))
print(z)


z <- lcomoms2(data.frame(X=X, Y=Y), diag=TRUE)
print(z$T3) # the L-skew values of the margins

z <- lcomoms2(data.frame(X=X, Y=Y), opdiag=TRUE)
print(z$T3) # the L-coskew values