lmoms {lmomco} | R Documentation |
Compute the sample L-moments for a vector.
lmoms(x,nmom)
x |
A vector of data values. |
nmom |
The number of moments to compute. Default is 5. |
An R list
is returned.
lambdas |
Vector of the L-moments. First element is hat{λ}^{(0,0)}_1, second element is hat{λ}^{(0,0)}_2, and so on. |
ratios |
Vector of the L-moment ratios. Second element is hat{tau}^{(0,0)}, third element is hat{tau}^{(0,0)}_3 and so on. |
trim |
Level of symmetrical trimming used in the computation, which will equal NULL if asymmetrical trimming was used. |
leftrim |
Level of left-tail trimming used in the computation. |
rightrim |
Level of right-tail trimming used in the computation. |
source |
An attribute identifying the computational source of the L-moments: “lmoms”. |
This function computes the L-moments through the generalization of the TL-moments (TLmoms
). In fact, this function calls the default TL-moments with no trimming of the sample. This function is equivalent to lmom.ub
, but returns a different data structure.
W.H. Asquith
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational statistics and data analysis, vol. 43, pp. 299-314.
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, vol. 52, p. 105–124.
X1 <- rnorm(30) L5 <- lmoms(X1) L4 <- lmoms(X1,nmom=4)