I have estimated the parameters by Maximum Likelihood Estimation (MLE) and Probability Weighted Method (PWM). I wish to construct the L Moment Ratio diagram, to graphically demonstrate that empirical (L-skewness, L-kurtosis) coordinates of my financial asset sample lie close to GL distribution (say), but the picture is very clumsy in R. I want to customize it, make it neat and hence i need the freedom to work in spreadsheet. Besides, an excel sheet is more intuitive. Could you kindly sir share it? I shall be grateful to you. I am willing to cite you this work in my reference, and put in in my acknowledgement section of thesis which I shall send you a copy by next July. Please.
My algorithm works with L-moment but still under development. presently only three probability distribution model has been perfectly captured and they are GEV, GPA and GLO. (generalized extreme value, generalized Pareto and generalized logistics). The algorithm is under review and will soon be made public if accepted for publication. if you need it for the sake of your project then you can call me on +2348038027260 or contact me using my Email; [email protected]
Rudolph Ilaboyar I would like to know if I can also have access to your algorithm of L-moments, I am working on a frequency analysis and this tool would very useful for me. I promise to use it correctly and cite the corresponding author. Thank you, Camila Gordon, my e-mail is [email protected]
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