On 2011-07-03 04:48, osama hussien wrote:
The backage lmoments computes the L-moments covariances. does anyone know a backage to compute the TL-moments covariances thank
As far as I know the answer is no. But if you study the code of function varLmoments in package nsRFA and see how closely the computations correspond to the expression for the covariances of "untrimmed" L-moments that you get by setting s=0 and t=0 in Hosking (2007, last two displayed equations on p.3029), it should not be difficult to extend those computations to the "trimmed" case with s>0 or t>0. Reference: J.R.M. Hosking (2007). Some theory and practical uses of trimmed L-moments. Journal of Statistical Planning and Inference, 137, 3024-3039. J. R. M. Hosking ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
