Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
        Distributions
Version: 1.1.0
Depends: R (>= 2.7.0), utils
Date: 2010-10-31
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. However,
        numerous extensions are made to aid in expand of the breadth
        and ease of L-moment application. Much theoretical extension of
        L-moment theory has occurred in recent years, including
        extension of L-moments into right-tail censoring conditions by
        censoring threshold and by indicator variable. Extension to
        left-tail censoring is readily made by variable flipping,
        treatment as right-tail censored, and back-flipping
        (re-transformation). E.A.H. Elamir and A.H. Seheult have
        developed the trimmed L-moments, which are implemented in this
        package. Further, 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) and additional support for right-tail
        censoring ([RC]) include: Cauchy(TL), Exponential(L), Gamma(L),
        Generalized Extreme Value(L), Generalized Lambda(L & TL),
        Generalized Logistic (L), Generalized Normal(L), Generalized
        Pareto(L[RC] & TL), Gumbel(L), Kappa(L), Kumaraswamy(L),
        Normal(L), 3-parameter log-Normal(L), Pearson Type III(L),
        Rayleigh(L), Reverse Gumbel(L[RC]), Wakeby(L), and Weibull(L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
License: GPL
Packaged: 2010-11-01 13:10:40 UTC; wasquith
Repository: CRAN
Date/Publication: 2010-11-03 07:41:14
