lmomco: L-moments, Censored L-moments, Trimmed L-moments, L-comoments, and Many Distributions

The package is a comparatively comprehensive implementation of the theory of L-moments (LMs) in addition to probability-weighted moments (PWMs), and parameter (p) estimation for numerous familiar and not-so-familiar distributions. Estimation of LMs for the same distributions is provided as are L-moment ratio diagrams. Estimation of LMs for right-tail and left-tail censoring by known or unknown threshold and also by indicator variable is available. Asymmetric trimmed LMs (TL-moments, TLMs) are supported as are numerical integrations to dynamically compute trajectories of select TLM ratios TL-moment ratio diagram construction. LMs of residual (resid.) and reversed (rev.) resid. life are implemented along with 13 operators on quantile functions that are useful in reliability, lifetime, and survival analysis. Exact analytical bootstrap estimates of order statistics, LMs, and variances-covariances of LMs are provided. The Harri-Coble Tau34-squared Test for Normality is available. Distribution support with "L" (LMs), "TL" (TLMs) and added (+) support for right-tail censoring (RC) encompasses: Asymmetric Exponential (Exp.) Power [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], 3-p log-Normal [L], Pearson Type III [L], Rayleigh [L], Rev. Gumbel [L+RC], Rice/Rician (L), Slash [TL], 3-p Student t [L], Truncated Exponential [L], Wakeby [L], and Weibull [L]. LMs have multivariate analogs; the sample L-comoments (LCMs) are implemented and might have considerable application with copulas because LCMs measure asymmetric association and higher comoments or comovements of variables.

Version: 2.1.1
Depends: R (≥ 2.10.0), utils
Suggests: copBasic, Lmoments
Published: 2014-06-02
Author: William Asquith
Maintainer: William Asquith <william.asquith at ttu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: http://www.amazon.com/Distributional-Statistics-Environment-Statistical-Computing/dp/1463508417/
NeedsCompilation: no
Materials: README NEWS
In views: Distributions
CRAN checks: lmomco results

Downloads:

Reference manual: lmomco.pdf
Package source: lmomco_2.1.1.tar.gz
Windows binaries: r-devel: lmomco_2.1.1.zip, r-release: lmomco_2.1.1.zip, r-oldrel: lmomco_2.1.1.zip
OS X Snow Leopard binaries: r-release: lmomco_2.1.1.tgz, r-oldrel: lmomco_2.1.1.tgz
OS X Mavericks binaries: r-release: lmomco_2.1.1.tgz
Old sources: lmomco archive

Reverse dependencies:

Reverse depends: SCI, SPEI
Reverse imports: copBasic