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

Extensive functions for L-moments (LMs) and probability-weighted moments (PWMs), parameter estimation for distributions, LM computation for distributions, and L-moment ratio diagrams. Maximum likelihood and maximum product of spacings estimation are also available. LMs for right-tail and left-tail censoring by known or unknown threshold and by indicator variable are available. Asymmetric (asy.) trimmed LMs (TL-moments, TLMs) are supported. LMs of residual (resid.) and reversed (rev.) resid. life are implemented along with 13 quantile function operators for reliability and survival analyses. Exact analytical bootstrap estimates of order statistics, LMs, and variances-covariances of LMs are provided. The Harri-Coble Tau34-squared Normality Test is available. Distribution support with "L" (LMs), "TL" (TLMs) and added (+) support for right-tail censoring (RC) encompasses: 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 Resid. 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]. Multivariate sample L-comoments (LCMs) are implemented to measure asymmetric association.

Version: 2.2.5
Depends: R (≥ 2.10.0), utils
Imports: goftest, Lmoments, MASS
Suggests: copBasic
Published: 2016-09-11
Author: William Asquith
Maintainer: William Asquith <william.asquith at ttu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: http://www.amazon.com/dp/1463508417/
NeedsCompilation: no
Citation: lmomco citation info
Materials: README NEWS
In views: Distributions, ExtremeValueTheory
CRAN checks: lmomco results


Reference manual: lmomco.pdf
Package source: lmomco_2.2.5.tar.gz
Windows binaries: r-devel: lmomco_2.2.5.zip, r-release: lmomco_2.2.5.zip, r-oldrel: lmomco_2.2.5.zip
OS X Mavericks binaries: r-release: lmomco_2.2.5.tgz, r-oldrel: lmomco_2.2.5.tgz
Old sources: lmomco archive

Reverse dependencies:

Reverse depends: SCI, SPEI
Reverse imports: copBasic, extremeStat


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