L-Moments

Functions related to L-moments: computation of L-moments and trimmed L-moments of distributions and data samples; parameter estimation; L-moment ratio diagram; plot vs. quantiles of an extreme-value distribution.


News

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Version 2.8 2019 Mar 11

o In lmrp(), 'symm=NA' now indicates asymmetry, similarly to 'symm=FALSE'.

o [invisible to users] Internal C code used by lmrp() and lmrq() changed to avoid a possible memory leak.

Version 2.6 2017 Aug 1

o "Native routines" are now "registered".

o lmrd() now has a non-NULL return value, useful for adding a customized legend to the plot.

o Internal function infer_trim(), used by pelp() and pelq(), has defensive coding to work around the possibility (new in R 3.3.0) that nchar() may return NA.

o Fixed: lmrd(), when an unrecognized distribution was supplied in argument 'twopar', would give an incorrect error message.

Version 2.5 2015 Feb 1

o lmrp() no longer allows the argument value 'symm=TRUE' (it was treated as 'symm=0', though this was undocumented).

o Fixed: cdfwak() would give an error if 'x' contained no finite values.

o Fixed: lmrp(...,symm=,ratios=FALSE) and lmrq(..,symm=TRUE,ratios=FALSE) gave incorrect values, by a factor of 2, for higher-order (even, >=4) L-moments.

o Fixed: pelgno() would give an incorrect error message if the supplied value of 'lmom[3]' was greater than 0.95.

o Fixed: samlmu() could, in rare cases, return (untrimmed) L-moment ratios greater than 1 in absolute value.

o Fixed: samlmu.s(ratios=FALSE), when all 'x' values were equal, could return not-exactly-zero values for L-moments.

Version 2.4 2014 Mar 24

o Fixed: pelwak() would fail when 'bound' was not NULL. (Bug introduced at version 2.3.)

Version 2.3 2014 Feb 8

o Fixed: pelp() and pelq() required their arguments 'ratios' and 'trim' to be set explicitly in some cases when the values of these arguments were documented as being inferred from the names of 'lmom' -- for example, when 'lmom' was a numeric vector returned by lmrp() or lmrq().

o [Invisible to users] Some internal calls to .Fortran() altered, to avoid a NOTE when building the package for CRAN under R version 3.1.0. (Internal functions lmrxxx() and pelxxx() now use switch() to ensure that, in calls to .Fortran(), argument '.NAME' is always a character string and is recognizable as such to CRAN's code checks.)

o [Invisible to users] Minor changes to internal Fortran code (routine LMRGPA).

Version 2.2 2014 Jan 13

o Now explicitly imports standard packages "stats" and "graphics".

o pelp() and pelq() gain an argument 'subdiv'.

o In samlmu() and samlmu.s(), computation of trimmed L-moments is faster for small degrees of trimming.

o Help file for pelwak() now notes the difference between its behaviour and that of the corresponding routine in the LMOMENTS Fortran package.

o Fixed: lmrp() could, in rare cases, attempt to evaluate 'pfunc' with an argument outside the user-supplied bounds.

o Fixed: lmrp(...,order=1,verbose=TRUE) would fail with error "in data.frame( ... : 'row.names' should specify one of the variables".

   In versions 1.6 and earlier, lmrq(...,order=1,verbose=TRUE) would fail
   with the same error.  In versions 2.0 and later this was masked by the
   following bug ...

o Fixed: since version 2.0, lmrq(...,order=1) would fail with error "if (denom>0 ... : missing value where TRUE/FALSE needed".

   pelq(...,type="s"), which calls lmrq(...,order=1) internally, would fail
   with the same error.

o Fixed: since version 2.0, samlmu() could give an error in some cases when 'nmom' exceeded the number of non-missing values in 'x'.

Version 2.1 2013 Jun 19

o Removed Fortran 2003 features from the Fortran code used by lmrp() and lmrq(), to enable compilation by CRAN for Macintosh OS.

Version 2.0 2013 Jun 17

o Some support added for trimmed L-moments: samlmu(), samlmu.s(), lmrp(), lmrq(), pelp(), and pelq() each gain an argument 'trim'.

o Some support added for computing L-moments rather than L-moment ratios: samlmu(), samlmu.s(), lmrp(), lmrq(), pelp(), and pelq() each gain an argument 'ratios'.

o New function .samlmu() for fast computation of (untrimmed) L-moment ratios.

o lmrp() and lmrq() use an internal function for numerical integration, to avoid the bugs present in R's own integrate() function in R versions 2.12.0 through 3.0.1.

o In lmrp(), modified the computation method for lambda_1: should make computations a little faster.

o LICENSE file no longer included in package, to avoid a NOTE when building the package for CRAN under R version 3.0.0. The license can be found at http://www.eclipse.org/legal/cpl-v10.html.

Version 1.6 2012 Jan 23

o In lmrd(), the framing box and the lines at x=0 and y=0 are drawn in colour 'par("fg")'. The lines for distributions "GEV" and "PE3" use less bright colours.

o In lmrd(), argument 'legend.lmrd' can be a list of arguments to legend().

o In lmrd() there is a small change to the default position of the legend, ensuring that if a legend box is drawn (via the argument 'legend=list(bty="o")'), its top left corner is offset by 45 degrees from the top left corner of the plot.

o Removed inappropriate WRITE statements from Fortran code.

o Fixed: some minor errors in the documentation (expressions for quantile functions in help topics 'cdfgev', 'cdfglo', 'cdfgpa', and 'cdfkap').

Version 1.5 2009 Nov 16

o Quantile functions drawn by evplot() now extend across the entire x range of the plot (previously, with 'par("xaxs")' at its default value "r", gaps were left at the sides of the plot).

o lmrexp(), lmrgam(), lmrgev(), lmrglo(), lmrgno(), lmrgpa(), lmrgum(), lmrkap(), lmrnor(), lmrpe3(), lmrwak(), pelp(), and pelq() now have a different specification of the default values for some of their arguments. The actual usage of the functions is unchanged. The change was made so that the help files can avoid the use of a "\synopsis" section, which was giving unintended results in R 2.10.0.

Version 1.4 2009 Jul 10

o New functions lmrdpoints() and lmrdlines(), to add points or lines to an existing L-moment ratio diagram.

o evplot.default() is now exported from the package namespace.

Version 1.3 2009 Apr 30

o evplot() is now a generic function, with (only) a default method. (Further methods will be defined in package lmomRFA, version 2.0.)

o evplot(), when argument 'qfunc' is present but 'para' is missing, no longer gives an error but instead uses default values for the parameters of the distribution, i.e. internally it calls function 'qfunc' with only one argument.

   evdistp() and evdistq(), when argument 'para' is missing, act similarly.

o lmrd(), when 'x' is supplied but not 'y', now tries to identify L-skewness and L-kurtosis elements in 'x' by name rather than by position.

o lmrd() now recognizes distribution identifiers ("GEV", etc.) in either upper or lower case.

o lmrd() gains an argument 'cex', to control the size of plotted points.

o lmrd(), when given an argument 'col' of length 1, will apply it to the plotted points rather than to all the lines.

o samlmu() and samlmu.s() give a more direct error message when their first argument is not numeric.

o Fixed: evplot() would sometimes not honour the y-axis limits supplied in 'ylim'. Specifically, if argument 'qfunc' was specified, the y-axis limits would be extended if necessary to include the range of quantile values plotted.

o Fixed: lmrd() would set default y axis limits based on the values of 'x', not of 'y'.

Version 1.2 2009 Mar 16

o Default parameter values for the Weibull distribution are now 'c(0,1,1)'. (The previous default, 'c(0,1,0)', used an invalid value for the third parameter.) Functions affected: cdfwei(), lmrwei(), quawei().

o Fixed: cdfgum() gave incorrect results.

Version 1.1 2008 Dec 23

o New functions, for the Weibull distribution: cdfwei(), lmrwei(), pelwei(), quawei().

o New functions, for the 3-parameter lognormal distribution: cdfln3(), lmrln3(), pelln3(), qualn3(). pelln3() also permits parameter estimation for the 2-parameter lognormal distribution.

o Fixed: pelp() and pelq() would fail when the name of the optimization routine (argument 'method') was also the name of an object in the global environment.

Version 1.0 2008 Jul 3

o Initial release. Functions included: cdfexp cdfgam cdfgev cdfglo cdfgno cdfgpa cdfgum cdfkap cdfnor cdfpe3 cdfwak evdistp evdistq evplot evpoints lmrd lmrexp lmrgam lmrgev lmrglo lmrgno lmrgpa lmrgum lmrkap lmrnor lmrp lmrpe3 lmrq lmrwak pelexp pelgam pelgev pelglo pelgno pelgpa pelgum pelkap pelnor pelp pelpe3 pelq pelwak quaexp quagam quagev quaglo quagno quagpa quagum quakap quanor quape3 quawak samlmu samlmu.s

Reference manual

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install.packages("lmom")

2.8 by J. R. M. Hosking, 15 days ago


Browse source code at https://github.com/cran/lmom


Authors: J. R. M. Hosking


Documentation:   PDF Manual  


Task views: Probability Distributions, Extreme Value Analysis


Common Public License Version 1.0 license


Imports stats, graphics


Imported by ParetoPosStable, discharge, gld, hyfo.

Depended on by lfstat, lmomPi, lmomRFA, sld, stUPscales.

Suggested by TLMoments, rasterList.


See at CRAN