Lcomoment.correlation {lmomco} | R Documentation |
Compute the L-correlation from an L-comoment matrix of order k = 2.
This function assumes that each matrix is already computed by the function
Lcomoment.matrix
.
Lcomoment.correlation(L2)
L2 |
A k = 2 L-comoment matrix from Lcomoment.matrix(Dataframe,k=2) . |
L-correlation is computed by Lcomoment.coefficients(L2,L2)
where L2
is second order L-comoment matrix. The usual L-scale values as seen from lmom.ub
or lmoms
are along the diagonal. This function does not make use of lmom.ub
or lmoms
and can be used to verify computation of tau (coefficient of L-variation).
An R list
is returned.
type |
The type of L-comoment representation in the matrix: “Lcomoment.coefficients”. |
order |
The order of the matrix—extracted from the first matrix in arguments. |
matrix |
A k >= 2 L-comoment coefficient matrix. |
The function begins with a capital letter. This is intentionally done so that lower case namespace is preserved. L-comoments are new in the literature and experimental in this package. By using a capital letter now, then lcomoment.correlation
remains an available name in future releases.
W.H. Asquith
Serfling, R., and Xiao, P., 2007, A contribution to multivariate L-moments—L-comoment matrices: Journal of Multivariate Analysis, v.~98, pp.~1765–1781.
lmom.ub
, Lcomoment.matrix
, Lcomoment.correlation
D <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30)) L2 <- Lcomoment.matrix(D,k=2) RHO <- Lcomoment.correlation(L2)