Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
Distributions
Version: 1.2.0
Depends: R (>= 2.7.0), utils
Date: 2010-11-14
Author: William H. Asquith
Description: The package implements the statistical theory of L-moments
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. 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. This package historically is oriented around the
FORTRAN algorithms of J.R.M. Hosking, and the nomenclature for
many of the functions parallels that of the Hosking library.
However, vast arrays of various extensions and curiosities are
made to aid in expand of the breadth and ease of L-moment
application. Much theoretical extension of L-moment theory has
occurred in recent years, including extension of L-moments into
right-tail censoring conditions by censoring threshold and by
indicator variable. Extension to left-tail censoring is readily
made by variable flipping, treatment as right-tail censored,
and back-flipping (re-transformation). E.A.H. Elamir and A.H.
Seheult have developed the trimmed L-moments, which are
implemented in this package. Further, developments by Robert
Serfling and Peng Xiao have extended L-moments into
multivariate space; the so-called sample L-comoments are
implemented here. The supported distributions with moment type
shown as L (L-moments) or TL (trimmed L-moments) and additional
support for right-tail censoring ([RC]) include: Cauchy (TL),
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), Kumaraswamy (L), Normal (L), 3-parameter
log-Normal (L), Pearson Type III (L), Rayleigh (L), Reverse
Gumbel (L[RC]), Rice (L), Wakeby (L), and Weibull (L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
License: GPL
Packaged: 2010-11-15 04:59:14 UTC; wasquith
Repository: CRAN
Date/Publication: 2010-11-15 16:05:07