swh:1:snp:d1587d616651317fdcebcbb237dce82c32266449
Tip revision: dfe6577bb164f53feaedf2da9530457197edfb1a authored by Georgi N. Boshnakov on 20 October 2022, 11:25:10 UTC
version 4021.93
version 4021.93
Tip revision: dfe6577
stats-sampleLmoments.R
# 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
}
################################################################################