Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
Distributions
Version: 1.1.0
Depends: R (>= 2.7.0), utils
Date: 2010-10-31
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, 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]), Wakeby(L), and Weibull(L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
License: GPL
Packaged: 2010-11-01 13:10:40 UTC; wasquith
Repository: CRAN
Date/Publication: 2010-11-03 07:41:14