README

The analysis of univariate distributions is a complex subject. This
is particularly the case with heavy-tailed data.  The L-moments, 
which have similar meaning as the ordinary (product or central) moments, 
have revolutionized many fields including statistical hydrology in which 
your author operates. L-moments have many properties that make them 
extremely attractive. These properties include unbiasedness, efficiency, 
consistency, robustness, and others. The R package contained here fully 
implements L-moments in the context of many probability distributions 
including the Exponential, Gamma, Gumbel, Normal, Generalized Extreme Value, 
Generalized Logistic, Generalized Normal (log-Normal), Generalized Pareto, 
Pearson Type III, Kappa, and Wakeby. This package provides core functions 
and numerous ancillary functions to help get the user started and to keep 
the user entertained by building complex analysis applications. Very recent 
and extremely exciting developments have extended L-moments to multivariate 
analysis--the sample L-comoments are implemented here on an experimental 
basis. The package also implements the trimmed L-moments and support for the 
Cauchy, Generalized Lambda, and Generalized Pareto distributions.

Things to do:
(1) Extend parameter estimation of Generalized Lambda distribution.
(2) Add additional distributions (uniform, others).
(3) Make further progress on documentation including nontrivial examples.
(4) Further "design" the L-moment object for greater function portability.
      Deprecate the object design from lmom.ub and similar.
      
wha (February 28, 2006)

See inst/doc/WARRANTY for lack-of-warranty information.
