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lmomco (version 1.7.3)

lmomlap: L-moments of the Laplace Distribution

Description

This function estimates the L-moments of the Laplace distribution given the parameters ($\xi$ and $\alpha$) from parlap. The L-moments in terms of the parameters are

$$\lambda_1 = \xi \mbox{,}$$ $$\lambda_2 = \frac{3 \alpha}{4} \mbox{,}$$ $$\tau_3 = 0 \mbox{,}$$ $$\tau_4 = \frac{17}{22} \mbox{,}$$ $$\tau_5 = 0 \mbox{,}$$ $$\tau_6 = \frac{31}{360} \mbox{.}$$

For $r$ odd and $r \ge 3$, $\lambda_r = 0$, and for $r$ even and $r \ge 4$, the L-moments using the hypergeometric function ${}_2F_1()$ are

$$\lambda_r = \frac{2\alpha}{r(r-1)}[1 - {}_2F_1(-r, r-1, 1, 1/2)]$$

Usage

lmomlap(para)

Arguments

para
The parameters of the distribution.

Value

  • An R list is returned.
  • lambdasThe L-moments
  • ratiosThe L-moment ratios.
  • sourceAn attribute identifying the computational source of the L-moments: lmomlap.

References

Hosking, J.R.M., 1986, The theory of probability weighted moments: IBM Research Report RC12210, T.J. Watson Research Center, Yorktown Heights, New York.

See Also

parlap, qualap, cdflap

Examples

Run this code
lmr <- lmom.ub(c(123,34,4,654,37,78))
lmr
lmomlap(parlap(lmr))

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