L-moments of a sample

Mirrors the C# Statistics.LinearMoments. Requires at least 4 observations (returns NaN otherwise, matching the C# behavior).

Usage

l_moments(x)

Arguments

x

numeric vector.

Value

a named numeric vector with entries l1 (L-mean), l2 (L-scale), t3 (L-skewness), t4 (L-kurtosis).

Examples

l_moments(c(2.1, 3.4, 1.8, 4.9, 3.3, 2.7, 5.1, 3.9))
#>          l1          l2          t3          t4 
#> 3.400000000 0.728571429 0.049019608 0.009803922