L-moments {POT}R Documentation

Compute Sample L-moments

Description

Compute the sample L-moments - unbiased version.

Usage

samlmu(x, nmom = 4, sort.data = TRUE)

Arguments

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.

Value

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, ...

References

Hosking, J. R. M. (1990) L-moment analysis and estimation of order statistics. Journal of the Royal Statistical Society Series B, 52: 105–124.

Examples

x <- runif(50)
samlmu(x, nmom = 5)

[Package POT version 1.0-9 Index]