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 |
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
.
For information on the package and the Author, and for all the references, see nsRFA
.
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)