| pargpa {lmomco} | R Documentation |
This function estimates the parameters of the Generalized Pareto distribution given
the L-moments of the data in an ordinary L-moment object (lmom.ub or a trimmed L-moment object (TLmoms for t=1. The relation between distribution parameters and L-moments
is seen under lmomgpa.
pargpa(lmom)
lmom |
A L-moment object created by lmom.ub, pwm2lmom, or TLmoms with trim=0. |
An R list is returned.
type |
The type of distribution: gpa. |
para |
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, 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.
lmom.ub, lmomgpa,
cdfgpa, quagpa
lmr <- lmom.ub(rnorm(20)) pargpa(lmr)