parrevgum.
The type-B L-moments in terms of the parameters are$$\lambda^B_1 = \xi - (0.5722\dots) \alpha - \alpha\lbrace\mathrm{Ei}(-\log(1-\zeta))\rbrace\mbox{,}$$ $$\lambda^B_2 = \alpha\lbrace\log(2) + \mathrm{Ei}(-2\log(1-\zeta)) - \mathrm{Ei}(-\log(1-\zeta))\rbrace\mbox{,}$$ $$\tau_3 = \mbox{,}$$ $$\tau_4 = \mbox{, and}$$ $$\tau_5 = \mbox{.}$$
where $\zeta$ is the right-tail censoring fraction of the sample or the nonexceedance probability of the right-tail censoring threshold, and $\mathrm{Ei}(x)$ is the exponential integral defined as
$$\mathrm{Ei}(X) = \int_X^{\infty} x^{-1}e^{-x}\mathrm{d}x \mbox{,}$$
where $\mathrm{Ei}(-\log(1-\zeta)) \rightarrow 0$ as $\zeta \rightarrow 1$ and $\mathrm{Ei}(-\log(1-\zeta))$ can not be evaluated as $\zeta \rightarrow 0$.
lmomrevgum(para)list is returned.Hosking, J.R.M., 1995, The use of L-moments in the analysis of censored data, in Recent Advances in Life-Testing and Reliability, edited by N. Balakrishnan, chapter 29, CRC Press, Boca Raton, Fla., pp. 546--560.
parrevgum, quarevgum, cdfrevgumlmr <- lmom.ub(c(123,34,4,654,37,78))
rev.para <- lmom2par(lmr,type='revgum')
lmomrevgum(rev.para)Run the code above in your browser using DataLab