Lcomoment.coefficients {lmomco} | R Documentation |
Compute the L-comoment coefficients from an L-comoment matrix of order k >= 2
and the k = 2 (2nd order) L-comoment matrix. This function requires that each matrix is
already computed by the function Lcomoment.matrix
.
Lcomoment.coefficients(Lk,L2)
Lk |
A k >= 2 L-comoment matrix from Lcomoment.matrix . |
L2 |
A k = 2 L-comoment matrix from Lcomoment.matrix(Dataframe,k=2) . |
L-correlation is computed by Lcomoment.coefficients(L2,L2)
where L2
is
a k = 2 L-comoment matrix. L-coskew, L-cokurtosis, and so on are computed
by the function
Lcomoment.coefficients(L3,L2)
, Lcomoment.coefficients(L4,L2)
,
and so on. The usual univariate L-moments as seen from lmom.ub
are
along the diagonal. This function does not make use of lmom.ub
. The
L-correlation is computed by extraction of the diagonal and dividing each row
in the matrix by the corresponding value from the diagonal.
An R list
is returned.
type |
The type of L-comoment representation in the matrix: “Lcomoment.coefficients”. |
order |
The order of the matrix–extracted from the first matrix in arguments. |
matrix |
A k >= 2 L-comoment coefficient matrix. |
The function begins with a capital letter. This is intentionally done so that lower case
namespace is preserved. L-comoments are new in the literature and experimental in this package.
By using a capital letter now, then lcomoment.coefficients
remains an available name in future
releases.
W.H. Asquith
Serfling and Xiao (2006).
Serfling, R., and Xiao, P., 2006, Multivariate L-moments, preprint.
lmom.ub
, Lcomoment.matrix
, Lcomoment.coefficients
D <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30)) L2 <- Lcomoment.matrix(D,k=2) L3 <- Lcomoment.matrix(D,k=3) LkTAU3 <- Lcomoment.coefficients(L3,L2)