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lmomco (version 2.2.5)

are.lmom.valid: Are the L-moments valid

Description

The L-moments have particular constraints on magnitudes and relation to each other. This function evaluates and L-moment object whether the bounds for L-scale ($\lambda_2 > 0$), L-skew ($|\tau_3| < 1)$, L-kurtosis ($0.25(5\tau_3^2 - 1) \le \tau_4 < 1$), and $|\tau_5| < 1$ are satisfied. The TL-moments as implemented by the TL functions in lmomco are not applicable to the boundaries consulted within this function.

Usage

are.lmom.valid(lmom)

Arguments

lmom
An L-moment object created by lmoms, lmom.ub, pwm2lmom.

Value

References

Hosking, J.R.M., 1990, L-moments---Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105--124.

Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis---An approach based on L-moments: Cambridge University Press.

See Also

lmom.ub, lmoms, pwm2lmom

Examples

Run this code
lmr <- lmoms(rnorm(20))
if(are.lmom.valid(lmr)) print("They are.")
## Not run: 
# X <- c(1.7106278,  1.7598761,  1.2111335,  0.3447490,  1.8312889,
#        1.3938445, -0.5376054, -0.2341009, -0.4333601, -0.2545229)
# are.lmom.valid(lmoms(X))
# are.lmom.valid(pwm2lmom(pwm.pp(X, a=0.5)))
# ## End(Not run)

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