parTLgpa

This function estimates the parameters of the Generalized Pareto distribution given
the the trimmed L-moments (TL-moments) for $t=1$ of the data in TL-moment object with a trim level of unity (<code>trim=1</code>). The parameters are computed as
$$\kappa = \frac{10-45\tau^{(1)}_3}{9\tau^{(1)}_3+10} \mbox{,}$$
$$\alpha = \frac{1}{6}\lambda^{(1)}_2(\kappa+2)(\kappa+3)(\kappa+4) \mbox{, and}$$
$$\xi = \lambda^{(1)}_1 - \frac{\alpha(\kappa+5)}{(\kappa+2)(\kappa+3)} \mbox{.}$$

distribution (parameters)

Distribution: Generalized Pareto

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].

William Asquith

lmomco

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

parTLgpa function

<dl> <dt>lmom</dt>
<dd>A TL-moment object created by <code>TLmoms</code>.</dd> <dt>...</dt>
<dd>Other arguments to pass.</dd></dl>

Arguments

Author

Estimate the Parameters of the Generalized Pareto Distribution using Trimmed L-moments — parTLgpa

<dl>

 <dt>lmom</dt>
<dd>A TL-moment object created by <code>TLmoms</code>.</dd>

 <dt>...</dt>
<dd>Other arguments to pass.</dd>

</dl>

parTLgpa: Estimate the Parameters of the Generalized Pareto Distribution using Trimmed L-moments

Description

Usage

Value

Arguments

Author

References

See Also

Examples