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lmomco (version 1.7.3)

vec2TLmom: Convert a Vector of TL-moments to a TL-moment Object

Description

This function converts a vector of trimmed L-moments (TL-moments) to a TL-moment object of this package. The object is an R list. This function is intended to facilitate the use of TL-moments that the user might have from other sources. The trimming on the left-tail is denoted by $t$ and the trimming on the right-tail is denoted as $s$. The first five TL-moments are $\lambda^{(t,s)}_1$, $\lambda^{(t,s)}_2$, $\lambda^{(t,s)}_3$, $\lambda_4$, $\lambda^{(t,s)}_5$, $\tau^{(t,s)}$, $\tau^{(t,s)}_3$, $\tau^{(t,s)}_4$, and $\tau^{(t,s)}_5$. The function supports TL-moments and TL-moment ratios of arbitrary length. Because in typical practice, the $k \ge 3$ order L-moments are dimensionless ratios ($\tau^{(t,s)}_3$, $\tau^{(t,s)}_4$, and $\tau^{(t,s)}_5$), this function computes $\lambda^{(t,s)}_3$, $\lambda^{(t,s)}_4$, $\lambda^{(t,s)}_5$ from $\lambda^{(t,s)}_2$ and the ratios. However, typical practice is not set on the use of $\lambda^{(t,s)}_2$ or $\tau^{(t,s)}$ as measure of dispersion. Therefore, this function takes an lscale optional logical argument---if $\lambda^{(t,s)}_2$ is provided and lscale=TRUE, then $\tau$ is computed by the function and if $\tau$ is provided, then $\lambda^{(t,s)}_2$ is computed by the function. The trim level of the TL-moment is required. Lastly, it might be common for $t=s$ and hence symmetrical trimming is used.

Usage

vec2TLmom(vec, ...)

Arguments

vec
A vector of L-moment values in $\lambda^{(t,s)}_1$, $\lambda^{(t,s)}_2$ or $\tau^{(t,s)}$, $\tau^{(t,s)}_3$, $\tau^{(t,s)}_4$, and $\tau^{(t,s)}_5$ order.
...
The arguments used by vec2lmom.

Value

  • An R list is returned where $t$ represents the trim level.
  • lambdasVector of the TL-moments. First element is $\lambda^{(t,s)}_1$, second element is $\lambda^{(t,s)}_2$, and so on.
  • ratiosVector of the L-moment ratios. Second element is $\tau^{(t,s)}$, third element is $\tau^{(t,s)}_3$ and so on.
  • trimLevel of symmetrical trimming, which should equal NULL if asymmetrical trimming is used.
  • leftrimLevel of trimming of the left-tail of the sample.
  • rightrimLevel of trimming of the right-tail of the sample.
  • sourceAn attribute identifying the computational source of the L-moments: TLmoms.

See Also

TLmoms, vec2lmom

Examples

Run this code
TL <- vec2TLmom(c(12,0.6,0.34,0.20,0.05),lscale=FALSE,trim=1)

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