Lcomoment.coefficients {lmomco}R Documentation

L-comoment Coefficient Matrix

Description

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.

Usage

Lcomoment.coefficients(Lk,L2)

Arguments

Lk A k >= 2 L-comoment matrix from Lcomoment.matrix.
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 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.

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.coefficients 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.coefficients

Examples

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)

[Package lmomco version 0.7 Index]