2
$\begingroup$

I am doing some statistical signal analysis and was wondering if there are any C/Java packages that do L-moment calculations, specifically L-Kurtosis as I am wanting to do things such as differentiating delta trains and sine waves with similar standard deviations, as one example.

If there are other more appropriate shape statistics to use, I would appreciate any information there as well.

$\endgroup$
1
$\begingroup$

You might be interested in the R package Lmoments. Here is the documentation for it, as well. According to it, the package is capable of computing at least L-scale, Lskewness, L-kurtosis.

While this is technically not a C/Java package, there are a lot of ways to call an R-function from C. For example, this. Moreover, according to the Lmoments package documentation:

Lmoments_calc and Lmomcov_calc are internal C++ functions called by Lmoments and Lmomcov. The direct use of these functions is not recommended.

So, you might give it a try and go against the advice.

| cite | improve this answer | |
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.