Lcomoment.matrix {lmomco} | R Documentation |
Compute the L-comoments from a rectangular data.frame
contain
arrays of random variables. The order of the L-comoments is specified.
Lcomoment.matrix(DATAFRAME,k=1)
DATAFRAME |
A convential data.frame that is rectangular |
k |
The order of the L-comoments to compute. Default is k = 1 |
L-comoments are computed for each item in the data.frame
. L-comoments
of order k = 1 are means and comeans. L-coments of order k = 2 are L-scale and
L-coscale values. L-comoments of order k = 3 are L-skew and L-coskews.
L-comoments of order k = 4 are L-kurtosis and L-cokurtosis, and so on. The
usual univariate L-moments of order k as seen from lmom.ub
are
along the diagonal. This function does not make use of lmom.ub
. The
Lcomoment.matrix
function calls Lcomment.Lk12
for each cell
in the matrix. The L-comoment matrix for d-random variables is
mbox{boldmath $Lambda_k$} = (hat{λ}_{k[ij]})
computed over the pairs (X^{(i)},X^{(j)}) where 1 <= i <= j <= d.
An R list
is returned.
type |
The type of L-comoment representation in the matrix: “Lcomoments”. |
order |
The order of the matrix—specified by k in the argument list. |
matrix |
A kth order L-comoment 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.matrix
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.
Lcomoment.Lk12
, Lcomoment.coefficients
, lmom.ub
D <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30)) L1 <- Lcomoment.matrix(D,k=1) L2 <- Lcomoment.matrix(D,k=2)