| varLmoments {nsRFA} | R Documentation |
varLmoments provides distribution-free unbiased estimators of the variances and covariances of sample L-moments.
varLmoments (x, matrix=TRUE) varLCV (x) varLCA (x) varLkur (x)
x |
vector representing a data-sample |
matrix |
if TRUE (default), the matrix of estimates of the variance structure (variance and covariance) i
of sample L-moments is returned; if FALSE, a vector containing var(l1),
var(l2), var(l3), var(l4), var(t),
var(t3) and var(t4) is returned. |
The estimation of the exact variance structure of sample L-moments is based on Elamir et Seheult (2004).
varLmoments gives the matrix of unbiased estimates of the variance structure of sample L-moments:
this is a 4x4 matrix containg var(l1), var(l2), var(l3),
var(l4) on the main diagonal,
and the correspondant covariances elsewhere (cov(l1,l2), cov(l1,l3), etc.);
varLCV gives the unbiased estimate of the variance of sample coefficient of L-variation of x;
varLCA gives the unbiased estimate of the variance of sample L-skewness of x;
varLkur gives the unbiased estimate of the variance of sample L-kurtosis of x.
Alberto Viglione, e-mail: alviglio@tiscali.it.
Elamir, E.A.H. and Seheult, A.H. (2004) Exact variance structure of sample L-moments, Journal of Statistical Planning and Inference 124, 337-359.
x <- rnorm(30,10,2)
varLmoments(x)
varLmoments(x, FALSE)
varLCV(x)
varLCA(x)
varLkur(x)
data(hydroSIMN)
x <- annualflows["dato"][,]
cod <- annualflows["cod"][,]
dvarLmom <- function(x) {diag(varLmoments(x))}
sapply(split(x,cod),dvarLmom)