Package: lmomco
Type: Package
Title: L-moments, Censored L-moments, Trimmed L-moments, L-comoments,
and Many Distributions
Version: 1.7.2
Depends: R (>= 2.10.0), utils
Suggests: copBasic, Lmoments
Date: 2012-11-19
Author: William H. Asquith
Description: The package implements the statistical theory of L-moments
in R including L-moment estimation, probability-weighted moment
estimation, parameter estimation for numerous familiar and
not-so-familiar distributions, and L-moment estimation for the
same distributions from the parameters. L-moments are derived
from the expectations of order statistics and are linear with
respect to the probability-weighted moments; choice of either
can be made by mathematical convenience. L-moments are directly
analogous to the well-known product moments; however, L-moments
have many advantages including unbiasedness, robustness, and
consistency with respect to the product moments, and the method
of L-moments can out perform the method of maximum likelihood.
The lmomco package historically was originally oriented around
canonical FORTRAN algorithms of Hosking's library, and the
nomenclature for many of the functions parallels those of the
Hosking library. Hosking's algorithms later became available in
the lmom package. However, vast extensions, components,
concepts, and other L-moment curiosities are added to lmomco to
aid and expand the breadth of L-moment applications. Such
extensions include venerable statistics as Sen weighted mean,
Gini mean difference, plotting positions, and conditional
probability adjustment. The plotting of L-moment ratio diagrams
is directly supported in this package. Computations of
L-moments for right-tail and left-tail censoring by known or
unknown censoring threshold (Hosking) and also by indicator
variable also are available. Trimmed L-moments are supported as
is numerical integration of quantile functions to dynamically
compute trajectories of select TL-moment ratios for the
construction of TL-moment ratio diagrams. L-moments have been
extended into multivariate space; the so-called sample
L-comoments are implemented and might have considerable
application in copula theory because they measure asymmetric
correlation and higher comoments or comovements of variables.
The package supports exact analytical boot strap estimates of
order statistics, L-moments, and variances-covariances of
L-moments. The package supports the following distributions
with moment type shown as "L" (L-moments) or "TL" (trimmed
L-moments) and additional support for right-tail censoring
([RC]) include: Asymmetric Exponential Power (L), Cauchy (TL),
Eta-Mu (L), Exponential (L), Gamma (L), Generalized Extreme
Value (L), Generalized Lambda (L & TL), Generalized Logistic
(L), Generalized Normal (L), Generalized Pareto (L[RC] & TL),
Gumbel (L), Kappa (L), Kappa-Mu (L), Kumaraswamy (L), Laplace
(L), Normal (L), 3-parameter log-Normal (L), Pearson Type III
(L), Rayleigh (L), Reverse Gumbel (L[RC]), Rice/Rician (L),
Truncated Exponential (L), Wakeby (L), and Weibull (L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
Repository: CRAN
License: GPL
URL:
http://www.amazon.com/Distributional-Statistics-Environment-Statistical-Computing/dp/1463508417/
Packaged: 2012-11-20 13:40:40 UTC; wasquith
Date/Publication: 2012-11-20 14:41:21