pel-functions {lmom} | R Documentation |
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 |
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)
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. |
Numerical methods and accuracy are as described in Hosking (1996, pp. 8–9).
A numeric vector containing the parameters of the distribution.
J. R. M. Hosking hosking@watson.ibm.com
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.
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 |
# Sample L-moments of Ozone from the airquality data data(airquality) lmom <- samlmu(airquality$Ozone) # Fit a GEV distribution pelgev(lmom)