Lcomoment.correlation {lmomco}R Documentation

L-correlation Matrix (L-correlation through Sample L-comoments)

Description

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.

Usage

Lcomoment.correlation(L2)

Arguments

L2 A k = 2 L-comoment matrix from Lcomoment.matrix(Dataframe,k=2).

Details

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).

Value

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.

Note

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.

Author(s)

W.H. Asquith

References

Serfling, R., and Xiao, P., 2007, A contribution to multivariate L-moments—L-comoment matrices: Journal of Multivariate Analysis, v.~98, pp.~1765–1781.

See Also

lmom.ub, Lcomoment.matrix, Lcomoment.correlation

Examples

D   <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30))
L2  <- Lcomoment.matrix(D,k=2)
RHO <- Lcomoment.correlation(L2)

[Package lmomco version 0.96.3 Index]