L-moments {POT} | R Documentation |
Compute the sample L-moments - unbiased version.
samlmu(x, nmom = 4, sort.data = TRUE)
x |
a vector of data |
nmom |
a numeric value giving the number of sample L-moments to be computed |
sort.data |
a logical which specifies if the vector of data x should be sorted or not. |
This function returns a vector of length 'nmom' corresponding to the sample L-moments. Note that for orders greater or equal than 3 it is the L-moments ratio that is sample L-CV, sample L-Sknewness, ...
Hosking, J. R. M. (1990) L-moment analysis and estimation of order statistics. Journal of the Royal Statistical Society Series B, 52: 105–124.
x <- runif(50) samlmu(x, nmom = 5)