On 28 Feb., 13:13, Gray <grayliketheco...@gmail.com> wrote:
> On Feb 28, 6:43 am, chris <rog...@googlemail.com> wrote:
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>> On 25 Feb., 16:25, Mark Shephard <mark.w.sheph...@gmail.com> wrote:
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>>> 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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