Computes the L-mean, L-scale, L-skewness, L-kurtosis, and L-CV
for each column of an xts object using lmom::samlmu.
Usage
lmom_stats(ts, ignore_zeros = FALSE, zero_threshold = 0.01)
Arguments
- ts
An xts object containing the time series data.
- ignore_zeros
Logical. If TRUE, zeros are excluded before
computing L-moments. Default FALSE.
- zero_threshold
Numeric. Values below this threshold are treated as
zero. Default 0.01.
Value
A data frame with rows for L-mean, L-scale, L-skewness, L-kurtosis,
and L-CV, and one column per input series.
Examples
# Synthetic daily data
set.seed(42)
ts <- xts::xts(rgamma(3650, shape = 2, scale = 5),
order.by = seq.Date(as.Date("2000-01-01"), by = "day", length.out = 3650))
ts_lmoms <- lmom_stats(ts, ignore_zeros = TRUE)
