Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
Distributions
Version: 0.97.1
Depends: R (>= 2.7.0), utils
Date: 2009-07-18
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 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,
numerous extensions 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. E.A.H. Elamir and
A.H. Seheult have developed the trimmed L-moments, which are
implemented in this package. Further, recent 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), Normal(L), Kappa(L), Pearson Type III(L), Reverse
Gumbel(L[RC]), Wakeby(L), and Weibull(L).
Maintainer: William H. Asquith <wasquith@austin.rr.com>
License: GPL
Packaged: Sat Jul 18 09:16:25 2009; wasquith
Repository: CRAN
Date/Publication: 2009-07-18 16:41:56

Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
Distributions
Version: 0.97.4
Depends: R (>= 2.7.0), utils
Date: 2009-10-28
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 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,
numerous extensions 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. E.A.H. Elamir and
A.H. Seheult have developed the trimmed L-moments, which are
implemented in this package. Further, recent 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), Normal(L), Kappa(L), Pearson Type III(L), Reverse
Gumbel(L[RC]), Wakeby(L), and Weibull(L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
License: GPL
Packaged: 2009-10-28 16:48:17 UTC; wasquith
Repository: CRAN
Date/Publication: 2009-10-28 17:13:42