pel-functions {lmom}R Documentation

Parameter estimation for specific distributions by the method of L-moments

Description

Computes the parameters of a probability distribution as a function of the L-moments. The following distributions are recognized:
pelexp exponential
pelgam gamma
pelgev generalized extreme-value
pelglo generalized logistic
pelgpa generalized Pareto
pelgno generalized normal
pelgum Gumbel (extreme-value type I)
pelkap kappa
pelln3 three-parameter lognormal
pelnor normal
pelpe3 Pearson type III
pelwak Wakeby
pelwei Weibull

Usage

pelexp(lmom)
pelgam(lmom)
pelgev(lmom)
pelglo(lmom)
pelgno(lmom)
pelgpa(lmom, bound = NULL)
pelgum(lmom)
pelkap(lmom)
pelln3(lmom, bound = NULL)
pelnor(lmom)
pelpe3(lmom)
pelwak(lmom, bound = NULL, verbose = FALSE)
pelwei(lmom, bound = NULL)

Arguments

lmom Numeric vector containing the L-moments of the distribution or of a data sample.
bound Lower bound of the distribution. If NULL (the default), the lower bound will be estimated along with the other parameters.
verbose Logical: whether to print a message when not all parameters of the distribution can be computed.

Details

Numerical methods and accuracy are as described in Hosking (1996, pp. 8–9).

Value

A numeric vector containing the parameters of the distribution.

Author(s)

J. R. M. Hosking hosking@watson.ibm.com

References

Hosking, J. R. M. (1996). Fortran routines for use with the method of L-moments, Version 3. Research Report RC20525, IBM Research Division, Yorktown Heights, N.Y.

See Also

pelp for parameter estimation of a general distribution specified by its cumulative distribution function or quantile function.

lmrexp, etc., to compute the L-moments of a distribution given its parameters.

For individual distributions, see their cumulative distribution functions:
cdfexp exponential
cdfgam gamma
cdfgev generalized extreme-value
cdfglo generalized logistic
cdfgpa generalized Pareto
cdfgno generalized normal
cdfgum Gumbel (extreme-value type I)
cdfkap kappa
cdfln3 three-parameter lognormal
cdfnor normal
cdfpe3 Pearson type III
cdfwak Wakeby
cdfwei Weibull

Examples

# Sample L-moments of Ozone from the airquality data
data(airquality)
lmom <- samlmu(airquality$Ozone)

# Fit a GEV distribution
pelgev(lmom)

[Package lmom version 1.2 Index]