lmomco

swMATH14732CRANlmomcoMaRDI QIDQ26629

L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

William Asquith

Last update: 19 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.4.7, 2.4.9, 0.3, 0.4, 0.5, 0.6, 0.7, 0.75, 0.76, 0.77, 0.80, 0.82, 0.83, 0.84, 0.85, 0.86, 0.87, 0.88, 0.90, 0.91, 0.92, 0.93.2, 0.93.3, 0.93.4, 0.93, 0.94, 0.95, 0.96.2, 0.96.3, 0.96, 0.97.1, 0.97.4, 1.0.1, 1.1.0, 1.2.0, 1.2.1, 1.2.2, 1.2.3, 1.2.4, 1.3.1, 1.3.2, 1.3.3, 1.3.4, 1.3.5, 1.3.6, 1.4.2, 1.4.3, 1.4.5, 1.5.1, 1.6.1, 1.6.2, 1.7.2, 1.7.3, 1.7.4, 1.7.5, 1.7.7, 1.7.8, 1.7.9, 1.8.1, 2.0.1, 2.1.1, 2.1.3, 2.1.4, 2.2.2, 2.2.3, 2.2.4, 2.2.5, 2.2.6, 2.2.7, 2.2.9, 2.3.1, 2.3.2, 2.3.6, 2.3.7, 2.4.11, 2.4.13, 2.4.14

Source code repository: https://github.com/cran/lmomco

Description

Extensive functions for Lmoments (LMs) and probability-weighted moments (PWMs), distribution parameter estimation, LMs for distributions, LM ratio diagrams, multivariate Lcomoments, and asymmetric (asy) trimmed LMs (TLMs). Maximum likelihood and maximum product spacings estimation are available. Right-tail and left-tail LM censoring by threshold or indicator variable are available. LMs of residual (resid) and reversed (rev) residual life are implemented along with 13 quantile operators for reliability analyses. Exact analytical bootstrap estimates of order statistics, LMs, and LM var-covars are available. Harri-Coble Tau34-squared Normality Test is available. Distributions with L, TL, and added (+) support for right-tail censoring (RC) encompass: Asy Exponential (Exp) Power [L], Asy Triangular [L], Cauchy [TL], Eta-Mu [L], Exp. [L], Gamma [L], Generalized (Gen) Exp Poisson [L], Gen Extreme Value [L], Gen Lambda [L, TL], Gen Logistic [L], Gen Normal [L], Gen Pareto [L+RC, TL], Govindarajulu [L], Gumbel [L], Kappa [L], Kappa-Mu [L], Kumaraswamy [L], Laplace [L], Linear Mean Residual Quantile Function [L], Normal [L], 3p log-Normal [L], Pearson Type III [L], Polynomial Density-Quantile 3 and 4 [L], Rayleigh [L], Rev-Gumbel [L+RC], Rice [L], Singh Maddala [L], Slash [TL], 3p Student t [L], Truncated Exponential [L], Wakeby [L], and Weibull [L].

Related Items (14)

Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ A software review for extreme value analysis ⋮ MCTrend ⋮ CSIndicators ⋮ extremeStat ⋮ TLMoments ⋮ SPEI ⋮ PRSim ⋮ Comparison of the robust parameters estimation methods for the two-parameters Lomax distribution ⋮ HyMETT ⋮ GWEX ⋮ Nonparametric Confidence Regions for L-Moments ⋮ copBasic ⋮ SCI

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