# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA ################################################################################ # FUNCTION: DESCRIPTION: # sampleLmoments Computes sample L-moments ################################################################################ sampleLmoments <- function(x, rmax=4) { # A function implemented by Diethelm Wuertz # Description # Computes sample L-moments # Note: # This function is borrowed from package ... # Author: # FUNCTION: # L Moments: data <- as.matrix(x) n <- dim(data)[1] p <- dim(data)[2] x <- array(, c(p, n)) L <- array(, c(p, rmax)) for (i in 1:p) x[i, ] <- sort(data[, i]) if (rmax == 1) return(rowMeans(x)) bcoef <- array(, c(rmax, n)) bcoefm <- array(, c(rmax, p, n)) b <- array(, c(p, rmax)) bcoef[1, ] <- seq(0, 1, by = (1/(n-1))) bcoefm[1, , ] <- t(array(rep(bcoef[1, ], p), c(n, p))) b[, 1] <- rowMeans(x) b[, 2] <- rowMeans(bcoefm[1, , ] * x) L[, 1] = b[, 1] if (rmax > 2) { for (r in 2:(rmax-1)) { rr <- r+1 bcoef[r, ]<-bcoef[r-1,]*seq((-(r-1)/(n-r)),1, by = (1/(n-r))) bcoefm[r, , ]<-t(array(rep(bcoef[r,],p),c(n, p))) b[, rr] <- rowMeans(bcoefm[r, , ]*x) } } for (r in 1:(rmax-1)) { L[, r+1] <- 0 for (k in 0:r) { kk <- k+1 L[, r+1] <- L[, r+1]+(-1)^(r-k)*gamma(r+k+1) / (gamma(k+1)^2) / gamma(r-k+1)*b[, kk] } } L = as.vector(L) names(L) = paste("L", 1:rmax, sep = "") # Return Value: L } ################################################################################