pargpa {lmomco} | R Documentation |
This function estimates the parameters of the Generalized Pareto distribution given
the L-moments of the data in an ordinary L-moment object (lmom.ub
or a trimmed L-moment object (TLmoms
for t=1
. The relation between distribution parameters and L-moments
is seen under lmomgpa
or lmomgpa2
.
pargpa(lmom,zeta=1,xi=NULL,checklmom=TRUE)
lmom |
A L-moment object created by lmom.ub , pwm2lmom , or TLmoms with trim=0 . |
zeta |
The right censoring fraction. If less than unity then a dispatch to the pargpaRC is made and the lmom argument must contain the B-type L-moments. If the data is not right, then this value must be left alone to the default of unity. |
xi |
The lower limit of the distribution. If xi is known then alternative algorithms are used. |
checklmom |
Should the lmom be checked for validity using the are.lmom.valid function. Normally this should be left as the default and it is very unlikely that the L-moments will not be viable (particularly in the tau_4 and tau_3 inequality). However, for some circumstances or large simulation exercises then one might want to bypass this check. |
An R list
is returned.
type |
The type of distribution: gpa . |
para |
The parameters of the distribution. |
source |
The source of the parameters: “pargpa”. |
W.H. Asquith
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.
Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.
Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.
lmom.ub
, lmomgpa
,
cdfgpa
, quagpa
X <- rexp(200) lmr <- lmom.ub(X) P1 <- pargpa(lmr) P2 <- pargpa(lmr, xi=0.25) ## Not run: F <- nonexceeds() plot(pp(X), sort(X)) lines(F,quagpa(F,P1)) # black line lines(F, quagpa(F,P2), col=2) # red line ## End(Not run)