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Re: L-moments [message #75405 is a reply to message #75329] Mon, 28 February 2011 05:25 Go to previous messageGo to previous message
rogass is currently offline  rogass
Messages: 200
Registered: April 2008
Senior Member
On 28 Feb., 14:22, chris <rog...@googlemail.com> wrote:
> On 28 Feb., 13:13, Gray <grayliketheco...@gmail.com> wrote:
>
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>> On Feb 28, 6:43 am, chris <rog...@googlemail.com> wrote:
>
>>> On 25 Feb., 16:25, Mark Shephard <mark.w.sheph...@gmail.com> wrote:
>
>>>> Hi,
>
>>>> I was wondering if anyone has anyone develope IDL routines for the
>>>> method of L-moments?
>
>>>> Thanks,
>>>> Mark
>
>>> Hi Mark,
>>> something like this?
>
>>> function cr_binomial,n,m
>>>         n1=1d   &   m1=1d & n1m1=1d
>>>         for i=1d,n do n1*=i
>>>         for i=1d,m do m1*=i
>>>         for i=1d,(n-m) do n1m1*=i
>>>         return,n1/(m1*n1m1)
>>> end
>
>>> function cr_l_moment,dat
>>> n=n_elements(dat)
>>> l1 = total(dat,/double)/cr_binomial(n,1)
>>> l2=0d &l3=0d &l4=0d
>>> for i=1d,n do begin
>>>         b1      =       cr_binomial(i-1,1d)
>>>         b2      =       cr_binomial(n-i,1d)
>>>         b3      =       cr_binomial(i-1,2d)
>>>         b4      =       cr_binomial(n-i,2d)
>>>         b5      =       cr_binomial(i-1,3d)
>>>         b6      =       cr_binomial(n-i,3d)
>>>         l2+=(b1-b2)*dat[i-1l]
>>>         l3+=(b3-2*b1*b2+b4)*dat[i-1l]
>>>         l4+=(b5-3*b3*b2+3*b1*b4+b6)*dat[i-1l]
>>> endfor
>>> l2*=0.5d /cr_binomial(n,2d )
>>> l3*=(1d / 3d )/cr_binomial(n,3d )
>>> l4*=(1d / 4d )/cr_binomial(n,4d )
>>> return,{l1:l2,l2:l2,l3:l3,l4:l4}
>>> end
>
>>> IDL> r=randomu(seed,5,5)
>>> IDL> inf=cr_l_moment(r)
>>> IDL> print,float(inf)
>>> { -0.000558181 -0.000558181   -0.0111168     0.212071}
>
>>> Cheers
>
>>> CR
>
>> I have no idea what L-moments are, but do you really need to use all
>> the FOR-loops?
>
>> function cr_binomial,n,m
>>   n1 = product(dindgen(n)+1)
>>   m1 = product(dindgen(m)+1)
>>   n1m1 = product(dindgen(n-m)+1)
>>   return, n1/(m1*n1m1)
>> end
>
> No, it is not necessary, so your suggestion reduces it to:
>
> function cr_l_moment,dat
> n=double(n_elements(dat))
> bin=product(dindgen(n)+1d,/c)
> l1 = total(dat)/bin[n-1l]
> l2=0. &l3=0. &l4=0.
> for i=1l,n do begin
>         b1      =       bin[i-1]
>         b2      =       bin[n-i]
>         b3      =       b1/2d
>         b4      =       b2/2d
>         b5      =       b1/6d
>         b6      =       b2/6d
>         l2+=(b1-b2)*dat[i-1l]
>         l3+=(b3-2*b1*b2+b4)*dat[i-1l]
>         l4+=(b5-3*b3*b2+3*b1*b4+b6)*dat[i-1l]
> endfor
> l2*=bin[n-1]
> l3*=(1./3.)/(bin[n-1]/6d)
> l4*=(1./4.)/(bin[n-1]/24d)
> return,{l1:l2,l2:l2,l3:l3,l4:l4}
> end
>
> Cheers
>
> CR

The type of variables(double, long, float) is inconsistent. You have
to change this to double.

Cheers

CR
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