parTLgpa {lmomco} | R Documentation |
This function estimates the parameters of the Generalized Pareto distribution given
the the trimmed L-moments (TL-moments) for t=1 of the data in TL-moment object with a trim
level of unity (trim=1
). The parameters are computed as
kappa = frac{10-45tau^{(1)}_3}{9tau^{(1)}_3+10} mbox{,}
α = frac{1}{6}λ^{(1)}_2(kappa+2)(kappa+3)(kappa+4) mbox{, and}
xi = λ^{(1)}_1 - frac{α(kappa+5)}{(kappa+2)(kappa+3)} mbox{.}
parTLgpa(lmom)
lmom |
A TL-moment object created by TLmoms . |
An R list
is returned.
type |
The type of distribution: gpa . |
para |
The parameters of the distribution. |
source |
The source of the parameters: “parTLgpa”. |
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.
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. and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.
TLmoms
, lmomTLgpa
,
cdfgpa
, quagpa
TL <- TLmoms(rnorm(20),trim=1) parTLgpa(TL)