Package: lmomco
Title: L-moments, L-comoments, Trimmed L-moments, and Distributions
Version: 0.5
Date: 2006-03-12
Author: William H. Asquith
Description: The package implements the statistical theory of L-moments including 
 L-moment estimation, probability-weighted moment estimation, parameter estimation 
 for numerous familiar and not-so-familiar distributions, and L-moment estimation 
 for the same distributions from the parameters. L-moments are derived from the 
 expectations of order statistics and are linear with respect to the probability- 
 weighted moments. L-moments are directly analogous to the well-known product 
 moments; however, L-moments have many advantages including unbiasedness, 
 robustness, and consistency with respect to the product moments. This package 
 is oriented around the FORTRAN algorithms of J.R.M. Hosking, and the 
 nomenclature for many of the functions parallels that of the Hosking library. 
 Further features are added to aid in extension of the breadth of L-moment 
 application. Much theoretical extension of L-moment theory has occurred in 
 recent years. E.A.H. Elamir and A.H. Seheult have developed the trimmed L-moments, 
 which are implemented in this package. Further, recent developments by Robert 
 Serfling and Peng Xiao have extended L-moments into multivariate space; the so-called 
 sample L-comoments are implemented here. The supported distributions with moment
 type shown as L (L-moments) or TL (trimmed L-moments) include the Cauchy(TL), 
 Exponential(L), Gamma(L), Generalized Extreme Value(L), Generalized Lambda(L/TL), 
 Generalized Logistic (L), Generalized Normal(L), Generalized Pareto(L/TL), 
 Gumbel(L), Normal(L), Kappa(L), Pearson Type III(L), and Wakeby(L).
Maintainer: William H. Asquith <wasquith@austin.rr.com>
License: GPL
Packaged: Sun Mar 12 14:36:16 2006; wasquith
