LMOM estimates the L-Moments [1,2] from a sample distribution  
   and might be a useful density estimation [1,3].
   LMOM is equivalent to samlmo.F from dataplot [4].

 Usage: 
   XMOM = lmom(X,P)
   XMOM = lmom(X,P,'ratios')

   X	input data, NaN's are ignored
   P   maximum order, L moments 1:P are estimated
   option: default 'false', 
           'ratios': compute L-moment ratios
   XMOM  vector of L-Moments from 1:P
 	in case option='ratios', XMOM(3:P) will 
 	return the L-moment rations (i.e. scaled L-moments).

 The current implementation is tested only on data sets up to 1000 samples
 and P=10. The algorithm has not been analyzed with respect to accuracy and
 computational efficiency. Eventually, this implementation should be
 compared also to samlmu.F from dataplot [4], which is also used in [5]. 

 References: 
 [1] Hosking (1990), L-MOMENTS: ANALYSIS AND ESTIMATION OF DISTRIBUTIONS, 
        J. R. Statist. Soc. B (1990), 52,No. 1,pp. 105-124
 [2] https://en.wikipedia.org/wiki/L-moment
 [3] https://en.wikipedia.org/wiki/Density_estimation
 [4] Hosking, function samlmo.F from https://github.com/usnistgov/dataplot
 [5] 'lmom'-package for R, available from 
     https://www.rdocumentation.org/packages/lmom/versions/2.8/topics/lmom-package

Package: nan