search for: lmom

Dear R helpers,   I have a data of 2102 observations (consisting of 0's also), to which I am trying to fit Normal distribution using "lmom" pacakage. If I use Excel, its easy to estimate the parameters of Normal distribution as simple mean and standard devaition. The results I get if I use teh excel are as   Parameters of Normal distribution :-   Mean = 22986.44 and standard deviation = 223452.88   However, if I use the R code u...

How to adapt this piece of code but for: - gamma distribution - 3 parameter log normal More specifically, where can I find the specification of the parameter (lmom) for pelgam() and pelln3()? Lmom package info just gives: pelgam(lmom), lelln3(lmom), where lmom is a numeric vector containing the L-moments of the distribution or of a data sample. # Draw an L-moment ratio diagram and add a line for the # Weibull distribution lmrd() weimom <- sapply( seq(0,...

I saw a Help e-mail related to MLE. Does R have a probability weighted method (PWM) estimator function? I can't seem to find anything on PWM, unless my eyes are playing trick on me. [[alternative HTML version deleted]]

Dera R Helpers, I am re-posting my query. Please guide me. Maithili --- On Fri, 3/13/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote: I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows. library(quantreg) library(RODBC) library(MASS) library(actuar) library(lmom) x...

Can anyone show me how to add a log Pearson type III plot using the evdistq() command to an extreme value plot using the lmom package? Attached sample code below... Thanks in advance, Dave library(lmom) # annual maximum daily streamflows Mackenzie River mackenzieRiver = c(26600, 30300, 34000, 32000, 29200, 28300, 28600, 26400, 28300, 28800, 29000, 22100, 32900, 31800, 21600, 32100, 27000, 24800, 28000, 35000, 32000,...

Dear Sir in the following example,is the vector lmom a l-moment ratios vector? What is meant by size = northCascades[,1]? And what are the values in c(0.0104,0.0399,0.0405)? Please help me I am unable to understand these from help manual. Best Regards AMINA data(northCascades) lmom <- c(1, 0.1103, 0.0279, 0.1366) kappaParam <- kappalmom(...

...ta set. I know this is very easy, but I got stuck finding the right and fastest way in running it. IID50=Riidf[1:50,1:1000] #where IID50 is a dataframe consist of 1000 time series(as column) and 50 time scales (row). #what I tried to do: estIID50=rep(NA,1000) for (i in 1:1000) estIID50[i]=pargev(lmom.ub(IID50[1:50,i])) #warning message In estIID50[i] = pargev(lmom.ub(IID50[1:50, i])) : number of items to replace is not a multiple of replacement length #pargev is a function from lmomco package. I would like to apply it to the 1000 set of time series that I have in the IID50, without having...

...and through some other software, it is understood that I can fit the Frechet Distribution to it. However, I need to fit the distribution using R code only. I have searched many R packages and one R helper has suggested some sites too, but unfortunately parameters couldn't be estimated. Using LMOM package, I know how to estimate the parameters of Generalized extreme value distribution with mu as the location parameter, ? the scale parameter and k as the shape parameter. The sub-families defined by k = 0, k > 0 and k < 0 correspond, respectively, to the Gumbel, Fr?chet and Weibull famil...

Dear R helpers I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows. library(quantreg) library(RODBC) library(MASS) library(actuar) library(lmom) x <- c(986...

Hello, I am using the lmomco package (lmom.ub and pargev) to compute the GEV parameters (location, scale, and shape), which are used to estimate return values. I was wondering how/if I can calculate upper and lower confidence (CI_u, CI_l) intervals for each return frequency using the GEV parameters to fill-in the table...

Hi, I have a data set which is assumed to follow weibull distr'. How can I find of cdf for this data. For example, for normal data I used (package - lmomco) >cdfnor(15,parnor(lmom.ub(c(df$V1)))) Also, lmomco package does not have functions for finding cdf for some of the distributions like lognormal. Is there any other package, which can handle these distributions? Thanx in advance Sachin -------------------------...

Hey, I have a set of income data which I'd like to fit to a gamma distribution. How can I estimate the two parameters of the gamma distribution for a vector, e.g. c(2039L, 2088L, 5966L, 2353L, 1966L, 2312L, 3305L, 2013L, 3376L, 3363L, 3567L, 4798L, 2032L, 1699L, 3001L, 2329L, 3944L, 2568L, 1699L, 4545L) I sense this will be a very easy one-liner, but my searching didn't come up with

...(a) Kindly guide how do I download the version of YieldCurve compatible with R 2.6.0 (b) If I want to upgrade to R 2.10 (for my standalone machine), how do I do it without losing my "packages" already loaded earlier i.e. if I upgrade to R 2.10, I don't wish to reinstall packages like lmom, lmomco, quantreg, YieldCurve etc. Please guide Julia ************************************************ Only a man of Worth sees Worth in other men ************************************************ [[alternative HTML version deleted]]

Hi List! I?m using regsimq() from the ?lmomRFA?-package to calculate error bounds for diverse distributions. For example: regsimq(gumfit$qfunc, nrec = lmom.data$n, f = lcdfgum, boundprob = c(0.025, 0.975)) Several times I got this error massage: Fehler in quantile.default(ou, probs = boundprob, type = 6) : missing values and NaN's...

...r Generalized Pareto and Generalized extreme value. E.g. if I need to use KS for Weibull, I have teh syntax ks.test(x.wei,"pweibull", shape=2,scale=1) Similarly, for AD I use ad.test(x, distr.fun, ...) My problem is fir given data, I have estimated the parameters of GPD and GEV using lmom. But I am not able to find out the distribution name I should be use for these distributions if I wish to use these tests. E.g, for gamma, I can use pgamma etc. What distribution name I should use for GPD and GEV and for that matter where can I find the distribution names I can use for KS and AD...

Dear R forum >From the given data, I have estimated the parameters of Wakeby distribution using lmomco package as library(lmomco) (amounts <- read.csv("input_S.csv")$amount) # ___________________________________________________________ # Wakeby distribution - Parameter estimation N                      = length(amounts) lmr                    = lmom.ub(amounts) parameters_of_Wak...

Hi guys, I'm trying to use lmomco package. first I did the manual calculation on what is the estimates scale and location parameter given L-CV=0.2, L1=1000 L-moments and k (shape parameter) =- 0.1. so what i get is: location: 821.0445 scale: 260.7590 shape: -0.1000 #I assign this as GEV vectors using vec2par GEVpara2<-...

respectd sir,  i am working on regional frequency analysis of flood flow data and want to use packages lmomRFA, lmom, imomco,etc andby using these i want to find RMSE , errorbounds and absolute biase but could not make it clear to use, please help regards atta muhammad asif assistant professor atta_ycc@yahoo.com [[alternative HTML version deleted]]

Hi, I want to estimate parameters of weibull distribution. For this, I am using fitdistr() function in MASS package.But when I give fitdistr(c,"weibull") I get a Error as follows:- Error in optim(x = c(4L, 41L, 20L, 6L, 12L, 6L, 7L, 13L, 2L, 8L, 22L, : non-finite value supplied by optim Any help or suggestions are most welcomed -- View this message in context:

Dear ALL I have a list of data below 0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559 0.85009 0.85804 0.73324 1.04826 0.84002 1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549 0.93641 0.80418 0.95285 0.76876 0.82588 1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696 0.82364 0.84390 0.71402 0.80293 1.02873 all of them are ninty. Nowaday, i try to find a