[R] lmom package - Resending the email

Katherine Gobin katherine_gobin at yahoo.com
Wed Dec 3 10:45:43 CET 2014


Dear R forum
I sincerely apologize as my earlier mail with the captioned subject, since all the values got mixed up and the email is not readable. I am trying to write it again. 
My problem is I have a set of data and I am trying to fit some distributions to it. As a part of this exercise, I need to find out the parameter values of various distributions e.g. Normal distribution, Log normal distribution etc. I am using lmom package to do the same, however the parameter values obtained using lmom pacakge differ to a large extent from the parameter values obtained using say MINITAB and SPSS as given below -
_____________________________________________

amounts =  c(38572.5599129508,11426.6705314315,21974.1571641187,118530.32782443,3735.43055996748,66309.5211176106,72039.2934132668,21934.8841708626,78564.9136114375,1703.65825161293,2116.89180930203,11003.495671332,19486.3296339113,1871.35861218795,6887.53851253407,148900.978055447,7078.56497101651,79348.1239806592,20157.6241066905,1259.99802108593,3934.45912233674,3297.69946631591,56221.1154121067,13322.0705174134,45110.2498756567,31910.3686613912,3196.71168501252,32843.0140437202,14615.1499458453,13013.9915051561,116104.176753387,7229.03056392023,9833.37962177814,2882.63239493673,165457.372543821,41114.066453219,47188.1677766245,25708.5883755617,82703.7378298092,8845.04197017415,844.28834047836,35410.8486123933,19446.3808445684,17662.2398792892,11882.8497070776,4277181.17817307,30239.0371267968,45165.7512343364,22102.8513746687,5988.69296597127,51345.0146170238,1275658.35495898,15260.4892854214,8861.76578480635,37647.1638704867,4979.53544046949,7012.48134772332,3385.20612391205,1911.03114395959,66886.5036605189,2223.47536156462,814.947809578378,234.028589468841,5397.4347625133,13346.3226579065,28809.3901352898,6387.69226236731,5639.42730553242,2011100.92675507,4150.63707173462,34098.7514446498,3437.10672573502,289710.315303182,8664.66947305203,13813.3867161134,208817.521491857,169317.624400274,9966.78447705792,37811.1721605562,2263.19211279927,80434.5581206454,19057.8093104899,24664.5067589624,25136.5042354789,3582.85741610706,6683.13898432794,65423.9991390846,134848.302304064,3018.55371579808,546249.641168158,172926.689143006,3074.15064180208,1521.70624812788,59012.4248281661,21226.928522236,17572.5682970983,226.646947337851,56232.2982652019,14641.0043361533,6997.94414914865)

library(lmom)
lmom  =  samlmu(amounts)
# __________________________________________________________________
# Normal Distribution parameters
parameters_of_NOR  <- pelnor(lmom); parameters_of_NOR

      mu          sigma 115148.4    175945.8
                      Location       Scale     Minitab         115148.4     485173SPSS           115148.4     485173
# __________________________________________________________________
# Log Normal (3 Parameter) Distribution parameters
       zeta                mu               sigma 3225.798890    9.114879      2.240841
                              Location            Scale           Shape
MINITAB               9.73361             1.76298      75.51864SPSS                    9.7336                1.763          75.519           # __________________________________________________________________

Besides Genaralized extreme Value distributions, all the other distributions e.g. Gamma, Exponential (2 parameter) distributions etc give different results than MINITAB and SPSS.
Can some one guide me?

Regards
Katherine











































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