lmom2par: Convert L-moments to the the Parameters of a Distribution

Description

This function converts the L-moments of the data to the parameters of a distribution. The type of distribution is specified in the argument list: exp, gam, gev, gld, glo, gno, gpa, gum, kap, nor, pe3, revgum, wak, or wei. There is no Cauchy distribution support by the lmom2par function because Cauchy uses TL-moments and not the ordinary L-moments. For Cauchy functions such as parcau and lmomcau should be used in accordance with their documentation.

Usage

lmom2par(lmom, type, ...)

Arguments

lmom

An L-moment object such as that returned by lmom.ub or pwm2lmom.

type

Three character distribution type (for example, type='gev').

...

Additional arguments for the parCCC functions.

Value

An R list is returned. This list should contain at least the following items, but some distributions such as the revgum have extra.
typeThe type of distribution in three character format.
paraThe parameters of the distribution.
sourceAttribute specifying source of the parameters.

References

Hosking, J.R.M., 1990, L-moments--Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, vol. 52, p. 105-124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis--An approach based on L-moments: Cambridge University Press.

Examples

Run this code

lmr      <- lmom.ub(rnorm(20))
para     <- lmom2par(lmr,type='nor')
frompara <- par2lmom(para)
lmom.diff(frompara,lmr)