lmomcau {lmomco} | R Documentation |
This function estimates the trimmed L-moments of the Cauchy distribution given
the parameters (xi and α) from parcau
.
The trimmed L-moments in terms of the parameters are
λ^{(1)}_1 = xi mbox{,}
λ^{(1)}_2 = 0.698α mbox{,}
tau^{(1)}_3 = 0 mbox{, and}
tau^{(1)}_4 = 0.343 mbox{.}
lmomcau(para)
para |
The parameters of the distribution. |
An R list
is returned.
lambdas |
Vector of the trimmed L-moments. First element is λ^{(1)}_1, second element is λ^{(1)}_2, and so on. |
ratios |
Vector of the L-moment ratios. Second element is tau^{(1)}, third element is tau^{(1)}_3 and so on. |
source |
An attribute identifying the computational source of the L-moments: “lmomcau” |
trim |
Level of symmetrical trimming used—trim=1 . |
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.
Gilchrist, W.G., 2000, Statistical modeling with quantile functions: Chapman and Hall/CRC, Boca Raton, FL.
X1 <- rcauchy(20) lmomcau(parcau(TLmoms(X1,trim=1)))