lmoms {lmomco}R Documentation

The Sample L-moments and L-moment Ratios

Description

Compute the sample L-moments for a vector.

Usage

lmoms(x,nmom)

Arguments

x A vector of data values.
nmom The number of moments to compute. Default is 5.

Value

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”.

Note

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.

Author(s)

W.H. Asquith

References

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.

See Also

lmom.ub, TLmoms, and lmorph

Examples

X1 <- rnorm(30)
L5 <- lmoms(X1)
L4 <- lmoms(X1,nmom=4)

[Package lmomco version 0.96.3 Index]