[R] lmomco package - Random number generation using Wakeby distribution

David Winsemius dwinsemius at comcast.net
Tue Jan 22 03:39:06 CET 2013


On Jan 21, 2013, at 6:15 PM, Katherine Gobin wrote:

> Dear Sir,
> 
> Thanks a lot for your eye-opener reply. I was just thinking of our usual commands like rnorm, runif etc. So I was wondering if there exists something like rwakeby etc. 
> 
> And lastly, I have calculated the parameters using 
> 
> > lmr                    = lmom.ub(amounts)
> > parameters_of_Wakeby   = parwak(lmr)
> 
> whereas you have mentioned  lmom2par(), Will it create different set of parameters? Actually I am travelling and don't have R installed on the laptop I am carrying with me to verify ther results.

Neither this posting nor the first one had any data. I'm basically quoting the help files and making what I thought were sensible suggestions that were untested in the absence of data (and in this case in the absence of even code). I have no experience working with this package or with the Wakeby distribution.

-- 
David.

> 
> Regards
> 
> Katherine
> 
> 
> 
> --- On Mon, 21/1/13, David Winsemius <dwinsemius at comcast.net> wrote:
> 
> From: David Winsemius <dwinsemius at comcast.net>
> Subject: Re: [R] lmomco package - Random number generation using Wakeby distribution
> To: "Katherine Gobin" <katherine_gobin at yahoo.com>
> Cc: r-help at r-project.org
> Date: Monday, 21 January, 2013, 7:46 PM
> 
> 
> On Jan 21, 2013, at 10:30 AM, Katherine Gobin wrote:
> 
> > Dear R forum
> > 
> >> From the given data, I have estimated the parameters of Wakeby distribution using lmomco package as
> > 
> > library(lmomco)
> > 
> > (amounts <- read.csv("input_S.csv")$amount)
> > 
> > # ___________________________________________________________
> > 
> > # Wakeby distribution - Parameter estimation
> > 
> > N                      =
> > length(amounts)
> > lmr                    = lmom.ub(amounts)
> > parameters_of_Wakeby   = parwak(lmr)
> 
> It appears you have a) not included the code that produced that output and b) failed to read the Index page for that package
> 
> help(package="lmomco")
> 
> help(package="lmomco")
> 
> ?rlmomco    #  Random Deviates of a Distribution
> 
> So on the assumption that you have an object in your workspace named "parameters_of_Wakeby" and it is an lmomco produced object like that returned by lmom2par() I would try:
> 
> rlmomco(100, parameters_of_Wakeby) 
> 
> 
> > 
> >> parameters_of_Wakeby
> > 
> > $type
> > [1]
> > "wak"
> > 
> > $para
> >                   xi                alpha 
> > 1.18813927666405e+04 0.00000000000000e+00 
> >                 beta                gamma 
> > 0.00000000000000e+00 8.11391042554567e+04 
> >                delta 
> > 9.57554297149062e-01 
> > 
> > This means the scale parameters are 0.
> > 
> > However, assuming, all the five parameters of Wakeby distribution (viz. location parameter m (xi), the scale parameters a, b, and shape parameters  g and d are available. 
> > 
> > Then, how do I generate say 100 random no.s using Wakeby distribution w.r.t. these
> > 5 available parameters.
> > 
> > I couldn't find any information about this in lmomco. Kindly guide if random no.s can be generated or not and if yes, how it can be done in r.
> 
> You should have been able to find this with:
> 
> help.search("random", package="lmomco")
> 
> -- 
> 
> David Winsemius
> Alameda, CA, USA
> 


David Winsemius
Alameda, CA, USA



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