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The data on annual maximum streamflow at 18 sites with smallest drainage area basin in southeastern USA contains the sample L-moments ratios (L-CV, L-skewness and L-kurtosis) as used by Hosking and Wallis (1997) to illustrate the discordancy measure in regional freqency analysis (RFA).
data(lmom32)
A data frame with 18 observations on the following 3 variables.
L-CV
L-coefficient of variation
L-skewness
L-coefficient of skewness
L-kurtosis
L-coefficient of kurtosis
The sample L-moment ratios (L-CV, L-skewness and L-kurtosis) of a site are regarded as a point in three dimensional space.
Neykov, N.M., Neytchev, P.N., Van Gelder, P.H.A.J.M. and Todorov V. (2007), Robust detection of discordant sites in regional frequency analysis, Water Resources Research, 43, W06417, doi:10.1029/2006WR005322
data(lmom32)
# plot a matrix of scatterplots
pairs(lmom32,
main="Hosking and Wallis Data Set, Table 3.3",
pch=21,
bg=c("red", "green3", "blue"))
mcd<-CovMcd(lmom32)
mcd
plot(mcd, which="dist", class=TRUE)
plot(mcd, which="dd", class=TRUE)
## identify the discordant sites using robust distances and compare
## to the classical ones
mcd <- CovMcd(lmom32)
rd <- sqrt(getDistance(mcd))
ccov <- CovClassic(lmom32)
cd <- sqrt(getDistance(ccov))
r.out <- which(rd > sqrt(qchisq(0.975,3)))
c.out <- which(cd > sqrt(qchisq(0.975,3)))
cat("Robust: ", length(r.out), " outliers: ", r.out,"\n")
cat("Classical: ", length(c.out), " outliers: ", c.out,"\n")
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