[R] Help for L-moment Ratio Diagram

William Asquith wasquith at austin.rr.com
Mon Dec 4 23:20:45 CET 2006


Amina,
If you can follow this code, you will see that the black dots scatter  
around an L-skew of zero and L-kurtosis of 0.122602, which are the  
theoretical L-moments of the standard normal distribution.

library(lmomco)
lmrdia <- lmrdia()
plotlmrdia(lmrdia,ylim=c(-.2,.2),xlim=c(-.2,.2))
lms <- lmoms(rnorm(500))
points(lms$ratios[3],lms$ratios[4],pch=16)
lms <- lmoms(rnorm(500))
points(lms$ratios[3],lms$ratios[4],pch=16)
lms <- lmoms(rnorm(500))
points(lms$ratios[3],lms$ratios[4],pch=16)
lms <- lmoms(rnorm(500))
points(lms$ratios[3],lms$ratios[4],pch=16)

Further interpretion of the diagram is well documented in Hosking's  
1990  paper and the references shown on the help page.

William

On Dec 4, 2006, at 12:05 PM, Eric Thompson wrote:

> I think there are a few packages for doing this. I have used "lmomco":
> the function lmom.ub() will calculate the sample lmoments, and
> lmrdia() gives theoretical lmoments for different distributions.
>
> Hope this is helpful.
>
> Eric
>
>
> On 12/4/06, amna khan <amnakhan493 at gmail.com> wrote:
>> Respected Sir
>>
>> I have to select a probability distribution using L-moment Ratio  
>> Diagram. I
>> am not understanding how to plot sample TAU3 and TUA4 on L-moment  
>> Ratio
>> Diagram.
>> Please Guide me
>> Best Regards
>>
>> --
>> AMINA SHAHZADI
>> Department of Statistics
>> GC University Lahore, Pakistan.
>> Email:
>> amnakhan493 at gmail.com
>> amna_989 at hotmail.com
>> amna_989 at yahoo.com
>>
>>         [[alternative HTML version deleted]]
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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> and provide commented, minimal, self-contained, reproducible code.




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