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L-moments [message #75329] Fri, 25 February 2011 07:25 Go to next message
Mark Shephard is currently offline  Mark Shephard
Messages: 13
Registered: July 1999
Junior Member
Hi,

I was wondering if anyone has anyone develope IDL routines for the
method of L-moments?

Thanks,
Mark

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Re: L-moments [message #75404 is a reply to message #75329] Mon, 28 February 2011 08:05 Go to previous message
Mark Shephard is currently offline  Mark Shephard
Messages: 13
Registered: July 1999
Junior Member
On Feb 28, 8:25 am, chris <rog...@googlemail.com> wrote:
> On 28 Feb., 14:22, chris <rog...@googlemail.com> wrote:
>
>
>
>> On 28 Feb., 13:13, Gray <grayliketheco...@gmail.com> wrote:
>
>>> 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


Hi Chris,

Thanks for the prompt response. I will give it a try.

Thanks again,
Mark

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Re: L-moments [message #75405 is a reply to message #75329] Mon, 28 February 2011 05:25 Go 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:
>
>
>
>
>
>
>
>
>
>> 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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Re: L-moments [message #75406 is a reply to message #75329] Mon, 28 February 2011 05:22 Go to previous message
rogass is currently offline  rogass
Messages: 200
Registered: April 2008
Senior Member
On 28 Feb., 13:13, Gray <grayliketheco...@gmail.com> wrote:
> 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

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Re: L-moments [message #75407 is a reply to message #75329] Mon, 28 February 2011 04:13 Go to previous message
Gray is currently offline  Gray
Messages: 253
Registered: February 2010
Senior Member
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

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Re: L-moments [message #75408 is a reply to message #75329] Mon, 28 February 2011 03:43 Go to previous message
rogass is currently offline  rogass
Messages: 200
Registered: April 2008
Senior Member
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

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