Bpwm2ApwmRC {lmomco} | R Documentation |
Conversion between B- and A-Type Probability-Weighted Moments for Right-Tail Censoring of an Appropriate Distribution
Description
This function converts “B”-type probability-weighted moments (PWMs, ) to the “A”-type
. The
are the ordinary PWMs for the
left noncensored or observed values. The
are more complex and use the
observed values and the
right-tailed censored values for which the censoring threshold is known. The “A”- and “B”-type PWMs are described in the documentation for
pwmRC
.
This function uses the defined relation between to two PWM types when the are known along with the parameters (
para
) of a right-tail censored distribution inclusive of the censoring fraction . The value
is the right-tail censor fraction or the probability
that
is less than the quantile at
nonexceedance probability (
). The relation is
where and
is the number of moments, and
is the value of the quantile function at nonexceedance probability
. Finally, the
RC
in the function name is to denote R
ight-tail C
ensoring.
Usage
Bpwm2ApwmRC(Bpwm,para)
Arguments
Bpwm |
A vector of B-type PWMs: |
para |
The parameters of the distribution from a function such as |
Value
An R list
is returned.
Author(s)
W.H. Asquith
References
Hosking, J.R.M., 1995, The use of L-moments in the analysis of censored data, in Recent Advances in Life-Testing and Reliability, edited by N. Balakrishnan, chapter 29, CRC Press, Boca Raton, Fla., pp. 546–560.
See Also
Apwm2BpwmRC
and pwmRC
Examples
# Data listed in Hosking (1995, table 29.2, p. 551)
H <- c(3,4,5,6,6,7,8,8,9,9,9,10,10,11,11,11,13,13,13,13,13,
17,19,19,25,29,33,42,42,51.9999,52,52,52)
# 51.9999 was really 52, a real (noncensored) data point.
z <- pwmRC(H,52)
# The B-type PMWs are used for the parameter estimation of the
# Reverse Gumbel distribution. The parameter estimator requires
# conversion of the PWMs to L-moments by pwm2lmom().
para <- parrevgum(pwm2lmom(z$Bbetas),z$zeta) # parameter object
Abetas <- Bpwm2ApwmRC(z$Bbetas,para)
Bbetas <- Apwm2BpwmRC(Abetas$betas,para)
# Assertion that both of the vectors of B-type PWMs should be the same.
str(Bbetas) # B-type PWMs of the distribution
str(z$Bbetas) # B-type PWMs of the original data