L-moment ratio diagram plotting utilities
jorenham opened this issue · 0 comments
jorenham commented
L-moment ratio diagrams are the swiss jacknife for distribution identification, and is in general a very useful tool for statistical exploratory analysis.
This requires:
- Calculation of the L-moment ratio curves for specific families of distributions, e.g. as
$\tau_r(\tau_k | \mathcal{F})$ . - Non-parametric L-ratio curve estimation, either using repeated measurements, or some bootstrapping method
- Plotting both parametric curves (lineplot), and optionally a non-parametric curve (scatterplot), simultaneously, including helpful legend- and axis labels. Preferrably, this should be backend-agnostic, with (for now) one backend implementation in
contrib.matplotlib.
Some examples for inspiration:
- M.C. Peel et al. (2001):
- J.R.M. Hosking (2015):
- J. Galeano-Brajones et al. (2023):
