This function estimates the L-moments of the Normal distribution given the parameters (\(\mu\) and \(\sigma\)) from parnor. The L-moments in terms of the parameters are
\(\lambda_1 = \mu\),
\(\lambda_2 = \sigma / \sqrt{pi}\),
\(\tau_3 = 0\),
\(\tau_4 = 0.122602\), and
\(\tau_5 = 0\).
lmomnor(para)An R
list is returned.
Vector of the L-moments. First element is \(\lambda_1\), second element is \(\lambda_2\), and so on.
Vector of the L-moment ratios. Second element is \(\tau\), third element is \(\tau_3\) and so on.
Level of symmetrical trimming used in the computation, which is 0.
Level of left-tail trimming used in the computation, which is NULL.
Level of right-tail trimming used in the computation, which is NULL.
An attribute identifying the computational source of the L-moments: “lmomnor”.
The parameters of the distribution.
W.H. Asquith
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, v. 52, pp. 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.
parnor, cdfnor, pdfnor, quanor
lmr <- lmoms(c(123, 34, 4, 654, 37, 78))
lmr
lmomnor(parnor(lmr))
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