Trimmed L-moments
Calculates sample trimmed L-moments with trimming parameter 1.
t1lmoments(data,rmax=4)
data |
matrix or data frame. |
rmax |
maximum order of trimmed L-moments. |
array of trimmed L-moments (trimming parameter = 1) up to order 4 containing a row for each variable in data.
Functions link{Lmoments} and link{Lcoefs} calculate
trimmed L-moments if you specify trim=c(1,1).
Juha Karvanen juha.karvanen@ktl.fi
Karvanen, J. and A. Nuutinen (2008). "Characterizing the generalized lambda distribution by L-moments." Computational Statistics and Data Analysis 52(4): 1971-1983.
Asquith, W. (2007). "L-moments and TL-moments of the generalized lambda distribution." Computational Statistics and Data Analysis 51(9): 4484-4496.
Elamir, E. A., Seheult, A. H. 2004. "Exact variance structure of sample L-moments" Journal of Statistical Planning and Inference 124 (2) 337-359.
Hosking, J. 1990. "L-moments: Analysis and estimation distributions using linear combinations of order statistics", Journal of Royal Statistical Society B 52, 105-124.
Lmoments for L-moments
x<-rnorm(500) t1lmoments(x);
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