samlmu {lmom} | R Documentation |
Computes the “unbiased” sample L-moments and L-moment ratios of a data vector.
samlmu(x, nmom = 4, sort.data = TRUE) samlmu.s(x, nmom = 4, sort.data = TRUE)
x |
A numeric vector. |
nmom |
Number of L-moments to be found. |
sort.data |
Whether the x vector needs to be sorted. |
samlmu
and samlmu.s
are functionally identical.
samlmu
calls a Fortran routine internally, and is usually faster.
samlmu.s
is written entirely in the S language; it is provided
so that users can conveniently see how the calculations are done.
A numeric vector containing the L-moments and L-moment ratios, in the order l_1, l_2, t_3, t_4, etc.
Sample L-moments are defined in Hosking (1990). Calculations use the algorithm given in Hosking (1996, p.14).
J. R. M. Hosking hosking@watson.ibm.com
Hosking, J. R. M. (1990). L-moments: analysis and estimation of distributions using linear combinations of order statistics. Journal of the Royal Statistical Society, Series B, 52, 105-124.
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.
data(airquality) samlmu(airquality$Ozone,6)