tlmrnor {lmomco}

Compute Select TL-moment ratios of the Normal Distribution

Description

This function computes select TL-moment ratios of the Normal distribution for defaults of \mu = 0 and \sigma = 1. This function can be useful for plotting the trajectory of the distribution on TL-moment ratio diagrams of \tau^{(t_1,t_2)}_2, \tau^{(t_1,t_2)}_3, \tau^{(t_1,t_2)}_4, \tau^{(t_1,t_2)}_5, and \tau^{(t_1,t_2)}_6. In reality, \tau^{(t_1,t_2)}_2 is dependent on the values for \mu and \sigma.

Usage

tlmrnor(trim=NULL, leftrim=NULL, rightrim=NULL, mu=0, sigma=1)

Arguments

trim

Level of symmetrical trimming to use in the computations. Although NULL in the argument list, the default is 0—the usual L-moment ratios are returned.

leftrim

Level of trimming of the left-tail of the sample.

rightrim

Level of trimming of the right-tail of the sample.

mu

Location parameter (mean) of the distribution.

sigma

Scale parameter (standard deviation) of the distribution.

Value

An R list is returned.

tau2

A vector of the \tau^{(t_1,t_2)}_2 values.

tau3

A vector of the \tau^{(t_1,t_2)}_3 values.

tau4

A vector of the \tau^{(t_1,t_2)}_4 values.

tau5

A vector of the \tau^{(t_1,t_2)}_5 values.

tau6

A vector of the \tau^{(t_1,t_2)}_6 values.

Note

The function uses numerical integration of the quantile function of the distribution through the theoTLmoms function.

Author(s)

W.H. Asquith

See Also

quanor, theoTLmoms

Examples

## Not run: 
tlmrnor(leftrim=2, rightrim=1)
tlmrnor(leftrim=2, rightrim=1, mu=100, sigma=1000) # another slow example

## End(Not run)