[R] lmom package - Resending the email

[Simon Zehnder]

Katherine,

for a deeper understanding of differing values it makes sense to provide the list at least with an online description of the corresponding functions used in Minitab and SPSS…

Best 
Simon
On 03 Dec 2014, at 10:45, Katherine Gobin via R-help <r-help at r-project.org> wrote:

> 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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