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Add lmoments#54

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aloctavodia merged 1 commit into
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lmoments
May 21, 2026
Merged

Add lmoments#54
aloctavodia merged 1 commit into
mainfrom
lmoments

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These are linear combinations of order statistics and are analogous to conventional moments. Only the mean is necessary for higher-order L-moments to exist. For the third and fourth moments, I am adding the ratio version (divided by l2) as they are more commonly used than the raw versions.

For a few distributions, this PR adds analytical expressions. There may be more analytical expressions available than the ones listed here. For the rest, a general numerical method is added; I did not make any attempt to improve this routine for particular cases.

@aloctavodia aloctavodia requested a review from fonnesbeck May 18, 2026 07:59
@aloctavodia aloctavodia merged commit 944dcca into main May 21, 2026
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@aloctavodia aloctavodia deleted the lmoments branch May 21, 2026 08:41
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