lmomTLgpa {lmomco} | R Documentation |
Trimmed L-moments of the Generalized Pareto Distribution
Description
This function estimates the symmetrical trimmed L-moments (TL-moments) for of the Generalized Pareto distribution given the parameters (
,
, and
) from
parTLgpa
.
The TL-moments in terms of the parameters are
Usage
lmomTLgpa(para)
Arguments
para |
The parameters of the distribution. |
Value
An R list
is returned.
lambdas |
Vector of the trimmed L-moments. First element is
|
ratios |
Vector of the L-moment ratios. Second element is
|
trim |
Level of symmetrical trimming used in the computation, which is unity. |
leftrim |
Level of left-tail trimming used in the computation, which is unity. |
rightrim |
Level of right-tail trimming used in the computation, which is unity. |
source |
An attribute identifying the computational source of the TL-moments: “lmomTLgpa”. |
Author(s)
W.H. Asquith
References
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics and Data Analysis, v. 43, pp. 299–314.
See Also
lmomgpa
, parTLgpa
, cdfgpa
, pdfgpa
, quagpa
Examples
TL <- TLmoms(c(123,34,4,654,37,78,21,3400),trim=1)
TL
lmomTLgpa(parTLgpa(TL))