samlmu {lmom}R Documentation

Sample L-moments

Description

Computes the “unbiased” sample L-moments and L-moment ratios of a data vector.

Usage

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

Arguments

x A numeric vector.
nmom Number of L-moments to be found.
sort.data Whether the x vector needs to be sorted.

Details

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.

Value

A numeric vector containing the L-moments and L-moment ratios, in the order l_1, l_2, t_3, t_4, etc.

Note

Sample L-moments are defined in Hosking (1990). Calculations use the algorithm given in Hosking (1996, p.14).

Author(s)

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

References

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.

Examples

    data(airquality)
    samlmu(airquality$Ozone,6)

[Package lmom version 1.2 Index]