lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Extensive functions for L-moments (LMs) and probability-weighted moments (PWMs), parameter estimation for distributions, LM computation for distributions, and L-moment ratio diagrams. Maximum likelihood and maximum product of spacings estimation are also available. LMs for right-tail and left-tail censoring by known or unknown threshold and by indicator variable are available. Asymmetric (asy) trimmed LMs (TL-moments, TLMs) are supported. LMs of residual (resid) and reversed (rev) residual life are implemented along with 13 quantile function operators for reliability and survival analyses. Exact analytical bootstrap estimates of order statistics, LMs, and variances-covariances of LMs are provided. The Harri-Coble Tau34-squared Normality Test is available. Distribution support with "L" (LMs), "TL" (TLMs) and added (+) support for right-tail censoring (RC) encompasses: Asy Exponential (Exp) Power [L], Asy Triangular [L], Cauchy [TL], Eta-Mu [L], Exp. [L], Gamma [L], Generalized (Gen) Exp Poisson [L], Gen Extreme Value [L], Gen Lambda [L,TL], Gen Logistic [L), Gen Normal [L], Gen Pareto [L+RC, TL], Govindarajulu [L], Gumbel [L], Kappa [L], Kappa-Mu [L], Kumaraswamy [L], Laplace [L], Linear Mean Residual Quantile Function [L], Normal [L], 3-p log-Normal [L], Pearson Type III [L], Polynomial Density- Quantile 3 and 4[L], Rayleigh [L], Rev-Gumbel [L+RC], Rice/Rician [L], Slash [TL], 3-p Student t [L], Truncated Exponential [L], Wakeby [L], and Weibull [L]. Multivariate sample L-comoments (LCMs) are implemented to measure asymmetric associations.

Version: 2.4.9
Depends: R (≥ 3.3.0), utils
Imports: goftest, Lmoments, MASS
Suggests: copBasic
Published: 2023-05-30
Author: William Asquith
Maintainer: William Asquith <william.asquith at ttu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://www.amazon.com/dp/1463508417/
NeedsCompilation: no
Citation: lmomco citation info
Materials: NEWS
In views: Distributions, ExtremeValue
CRAN checks: lmomco results


Reference manual: lmomco.pdf


Package source: lmomco_2.4.9.tar.gz
Windows binaries: r-devel: lmomco_2.4.9.zip, r-release: lmomco_2.4.9.zip, r-oldrel: lmomco_2.4.9.zip
macOS binaries: r-release (arm64): lmomco_2.4.9.tgz, r-oldrel (arm64): lmomco_2.4.9.tgz, r-release (x86_64): lmomco_2.4.9.tgz, r-oldrel (x86_64): lmomco_2.4.9.tgz
Old sources: lmomco archive

Reverse dependencies:

Reverse depends: SCI
Reverse imports: copBasic, extremeStat, GWEX, PRSim, SPEI, TLMoments
Reverse suggests: MGBT


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