Lcomoment.correlation {lmomco}R Documentation

L-correlation Matrix (L-correlation throught sample L-comoments)

Description

Compute the L-correlation from an L-comoment matrix of order k = 2. This function assumes that each matrix is already computed by the function Lcomoment.matrix.

Usage

Lcomoment.correlation(L2)

Arguments

L2 A k = 2 L-comoment matrix from Lcomoment.matrix(Dataframe,k=2).

Details

L-correlation is computed by Lcomoment.coefficients(L2,L2) where L2 is second order L-comoment matrix. The usual L-scale values as seen from lmom.ub are along the diagonal. This function does not make use of lmom.ub and can be used to verify computation of tau (coefficient of L-variation).

Value

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.

Note

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.correlation remains an available name in future releases.

Author(s)

W.H. Asquith

Source

Serfling and Xiao (2006).

References

Serfling, R., and Xiao, P., 2006, Multivariate L-moments, preprint.

See Also

lmom.ub, Lcomoment.matrix, Lcomoment.correlation

Examples

D   <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30))
L2  <- Lcomoment.matrix(D,k=2)
RHO <- Lcomoment.correlation(L2)

[Package lmomco version 0.6 Index]