lmom: pel-functions – R documentation

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pel-functions

Parameter estimation for specific distributions by the method of L-moments

Description

Computes the parameters of a probability distribution as a function of the L-moments. The following distributions are recognized:

	`pelexp`	exponential
	`pelgam`	gamma
	`pelgev`	generalized extreme-value
	`pelglo`	generalized logistic
	`pelgpa`	generalized Pareto
	`pelgno`	generalized normal
	`pelgum`	Gumbel (extreme-value type I)
	`pelkap`	kappa
	`pelln3`	three-parameter lognormal
	`pelnor`	normal
	`pelpe3`	Pearson type III
	`pelwak`	Wakeby
	`pelwei`	Weibull

Usage

pelexp(lmom)
pelgam(lmom)
pelgev(lmom)
pelglo(lmom)
pelgno(lmom)
pelgpa(lmom, bound = NULL)
pelgum(lmom)
pelkap(lmom)
pelln3(lmom, bound = NULL)
pelnor(lmom)
pelpe3(lmom)
pelwak(lmom, bound = NULL, verbose = FALSE)
pelwei(lmom, bound = NULL)

Arguments

`lmom`	Numeric vector containing the L-moments of the distribution or of a data sample.
`bound`	Lower bound of the distribution. If `NULL` (the default), the lower bound will be estimated along with the other parameters.
`verbose`	Logical: whether to print a message when not all parameters of the distribution can be computed.

Details

Numerical methods and accuracy are as described in Hosking (1996, pp. 10–11). Exception: if pelwak is unable to fit a Wakeby distribution using all 5 L-moments, it instead fits a generalized Pareto distribution to the first 3 L-moments. (The corresponding routine in the LMOMENTS Fortran package would attempt to fit a Wakeby distribution with lower bound zero.)

Value

A numeric vector containing the parameters of the distribution.

Author(s)

J. R. M. Hosking jrmhosking@gmail.com

References

Hosking, J. R. M. (1996). Fortran routines for use with the method of L-moments, Version 3. Research Report RC20525, IBM Research Division, Yorktown Heights, N.Y.

Examples

# Sample L-moments of Ozone from the airquality data
data(airquality)
lmom <- samlmu(airquality$Ozone)

# Fit a GEV distribution
pelgev(lmom)

lmom

L-Moments

v2.8

Common Public License Version 1.0

Authors

J. R. M. Hosking

Initial release

2019-03-11