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Compute the L-comoment coefficients from an L-comoment matrix of order Lcomoment.matrix
.
Lcomoment.coefficients(Lk, L2)
An R
list
is returned.
The type of L-comoment representation in the matrix: “Lcomoment.coefficients”.
The order of the coefficients. order=2
L-covariation, order=3
L-coskew, ...
A
A Lcomoment.matrix
.
A Lcomoment.matrix(Dataframe,k=2)
.
W.H. Asquith
The coefficient of L-variation is computed by Lcomoment.coefficients(L1,L2)
where L1
is a 1st-order L-moment matrix and L2
is a
The higher L-comoment coefficients (L-coskew, L-cokurtosis, ...) are computed by the function Lcomoment.coefficients(L3,L2)
(Lcomoment.coefficients(L4,L2)
(
Finally, the usual univariate L-moment ratios as seen from lmom.ub
or lmoms
are along the diagonal. The Lcomoment.coefficients
function does not make use of lmom.ub
or lmoms
.
Asquith, W.H., 2011, Distributional analysis with L-moment statistics using the R environment for statistical computing: Createspace Independent Publishing Platform, ISBN 978--146350841--8.
Serfling, R., and Xiao, P., 2007, A contribution to multivariate L-moments---L-comoment matrices: Journal of Multivariate Analysis, v. 98, pp. 1765--1781.
Lcomoment.matrix
, Lcomoment.coefficients
D <- data.frame(X1=rnorm(30), X2=rnorm(30), X3=rnorm(30))
L1 <- Lcomoment.matrix(D,k=1)
L2 <- Lcomoment.matrix(D,k=2)
L3 <- Lcomoment.matrix(D,k=3)
LkLCV <- Lcomoment.coefficients(L1,L2)
LkTAU3 <- Lcomoment.coefficients(L3,L2)
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