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