Suggests copBasic, Lmoments Date 2013-02-15
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چکیده
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
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تاریخ انتشار 2013