varLmoments {nsRFA} | R Documentation |
Exact variance structure of sample L-moments
Description
varLmoments
provides distribution-free unbiased estimators of the variances and covariances of sample L-moments.
Usage
varLmoments (x, matrix=TRUE)
varLCV (x)
varLCA (x)
varLkur (x)
Arguments
x |
vector representing a data-sample |
matrix |
if |
Details
The estimation of the exact variance structure of sample L-moments is based on Elamir et Seheult (2004).
Value
varLmoments
gives the matrix of unbiased estimates of the variance structure of sample L-moments:
this is a 4x4 matrix containg var(l_1)
, var(l_2)
, var(l_3)
,
var(l_4)
on the main diagonal,
and the correspondant covariances elsewhere (cov(l_1,l_2)
, cov(l_1,l_3)
, etc.);
varLCV
gives the unbiased estimate of the variance of sample coefficient of L-variation of x
;
varLCA
gives the unbiased estimate of the variance of sample L-skewness of x
;
varLkur
gives the unbiased estimate of the variance of sample L-kurtosis of x
.
Note
For information on the package and the Author, and for all the references, see nsRFA
.
See Also
Examples
x <- rnorm(30,10,2)
varLmoments(x)
varLmoments(x, FALSE)
varLCV(x)
varLCA(x)
varLkur(x)
data(hydroSIMN)
x <- annualflows["dato"][,]
cod <- annualflows["cod"][,]
dvarLmom <- function(x) {diag(varLmoments(x))}
sapply(split(x,cod),dvarLmom)