Package: lmomco
Title: L-moments, Trimmed L-moments, L-comoments, and Many
        Distributions
Version: 1.2.0
Depends: R (>= 2.7.0), utils
Date: 2010-11-14
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 historically 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, vast arrays of various extensions and curiosities 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]), Rice (L), Wakeby (L), and Weibull (L).
Maintainer: William H. Asquith <william.asquith@ttu.edu>
License: GPL
Packaged: 2010-11-15 04:59:14 UTC; wasquith
Repository: CRAN
Date/Publication: 2010-11-15 16:05:07
