parTLgpa               package:lmomco               R Documentation

_E_s_t_i_m_a_t_e _t_h_e _P_a_r_a_m_e_t_e_r_s _o_f _t_h_e _G_e_n_e_r_a_l_i_z_e_d _P_a_r_e_t_o _D_i_s_t_r_i_b_u_t_i_o_n _u_s_i_n_g _T_r_i_m_m_e_d _L-_m_o_m_e_n_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     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
     ('trim=1'). The parameters are computed as


             kappa = frac{10-45tau_3}{9tau_3+10} mbox{,}


  alpha = frac{1}{6}lambda_2(kappa+2)(kappa+3)(kappa+4) mbox{, and}


   xi = lambda_1 - frac{alpha(kappa+5)}{(kappa+2)(kappa+3)} mbox{.}

_U_s_a_g_e:

     parTLgpa(lmom)

_A_r_g_u_m_e_n_t_s:

    lmom: A TL-moment object created by 'TLmoms'.

_V_a_l_u_e:

     An R 'list' is returned.

    type: The type of distribution: 'gpa'.

    para: The parameters of the distribution.

  source: The source of the parameters-"parTLgpa".

_A_u_t_h_o_r(_s):

     W.H. Asquith

_R_e_f_e_r_e_n_c_e_s:

     Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments:
     Computational Statistics and Data Analysis, vol. 43, pp. 299-314.

     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. and Wallis, J.R., 1997, Regional frequency
     analysis-An approach based on L-moments: Cambridge University
     Press.

_S_e_e _A_l_s_o:

     'TLmoms', 'lmomTLgpa', 'cdfgpa', 'quagpa'

_E_x_a_m_p_l_e_s:

     TL <- TLmoms(rnorm(20),trim=1)
     parTLgpa(TL)

