theoLmoms {lmomco} | R Documentation |
The Theoretical L-moments and L-moment Ratios using Integration of the Quantile Function
Description
Compute the theoretrical L-moments for a vector. A theoretrical L-moment in integral form is
in which
where is the quantile function of the random variable
for nonexceedance probability
, and
represents the order of the L-moments. This function actually dispatches to
theoTLmoms
with trim=0
argument.
Usage
theoLmoms(para, nmom=5, minF=0, maxF=1, quafunc=NULL,
nsim=50000, fold=5,
silent=TRUE, verbose=FALSE, ...)
Arguments
para |
A distribution parameter object such as from |
nmom |
The number of moments to compute. Default is 5. |
minF |
The end point of nonexceedance probability in which to perform the integration. Try setting to non-zero (but very small) if the integral is divergent. |
maxF |
The end point of nonexceedance probability in which to perform the integration. Try setting to non-unity (but still very close [perhaps |
quafunc |
An optional and arbitrary quantile function that simply needs to except a nonexceedance probability and the parameter object in |
nsim |
Simulation size for Monte Carlo integration is such is internally deemed necessary (see |
fold |
The number of fractions or number of folds of |
silent |
The argument of |
verbose |
Toggle verbose output. Because the R function |
... |
Additional arguments to pass. |
Value
An R list
is returned.
lambdas |
Vector of the TL-moments. First element is |
ratios |
Vector of the L-moment ratios. Second element is |
trim |
Level of symmetrical trimming used in the computation, which will equal zero (the ordinary L-moments) because this function dispatches to |
source |
An attribute identifying the computational source of the L-moments: “theoLmoms”. |
Author(s)
W.H. Asquith
References
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, v. 52, pp. 105–124.
See Also
Examples
para <- vec2par(c(0,1), type='nor') # standard normal
TL00 <- theoLmoms(para) # compute ordinary L-moments