GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods
Version 2.0.0.5

The fitting algorithms considered in this package have two major objectives. One is to provide a smoothing device to fit distributions to data using the weight and unweighted discretised approach based on the bin width of the histogram. The other is to provide a definitive fit to the data set using the maximum likelihood and quantile matching estimation. Other methods such as moment matching, starship method, L moment matching are also provided. Diagnostics on goodness of fit can be done via qqplots, KS-resample tests and comparing mean, variance, skewness and kurtosis of the data with the fitted distribution.

Browse man pages Browse package API and functions Browse package files

AuthorSteve Su, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.
Date of publication2016-12-26 10:34:21
MaintainerSteve Su <allegro.su@gmail.com>
LicenseGPL (>= 3)
Version2.0.0.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("GLDEX")

Man pages

085A-LowDiscrepancy: Low Discrepancy Sequences
digitsBase: Digit/Bit Representation of Integers in any Base
fittingfunctions: This is a collection of functions designed to implement the...
FMKLfittingandbasicfunctions: This is a collection of functions designed to find the...
fun.auto.bimodal.ml: Fitting mixture of generalied lambda distribtions to data...
fun.auto.bimodal.pml: Fitting mixture of generalied lambda distribtions to data...
fun.auto.bimodal.qs: Fitting mixtures of generalied lambda distribtions to data...
fun.beta: This is a collection of functions used in the calculation of...
fun.bimodal.fit.ml: Finds the final fits using the maximum likelihood estimation...
fun.bimodal.fit.pml: Finds the final fits using partition maximum likelihood...
fun.bimodal.init: Finds the initial values for optimisation in fitting the...
fun.check.gld: Check whether the RS or FMKL/FKML GLD is a valid GLD for...
fun.check.gld.multi: Check whether the RS or FMKL/FKML GLD is a valid GLD for...
fun.class.regime.bi: Classifies data into two groups using a clustering regime.
fun.comp.moments.ml: Compare the moments of the data and the fitted univariate...
fun.comp.moments.ml.2: Compare the moments of the data and the fitted univariate...
fun.data.fit.hs: Fit RS and FMKL generalised distributions to data using...
fun.data.fit.hs.nw: Fit RS and FMKL generalised distributions to data using...
fun.data.fit.lm: Fit data using L moment matching estimation for RS and FMKL...
fun.data.fit.ml: Fit data using RS, FMKL maximum likelihood estimation and the...
fun.data.fit.mm: Fit data using moment matching estimation for RS and FMKL GLD
fun.data.fit.qs: Fit data using quantile matching estimation for RS and FMKL...
fun.diag1: Diagnostic function for theoretical distribution fits through...
fun.diag2: Diagnostic function for empirical data distribution fits...
fun.diag.ks.g: Compute the simulated Kolmogorov-Smirnov tests for the...
fun.diag.ks.g.bimodal: Compute the simulated Kolmogorov-Smirnov tests for the...
fun.disc.estimation: Estimates the mean and variance after cutting up a vector of...
fun.gen.qrn: Finds the low discrepancy quasi random numbers
fun.lm.theo.gld: Find the theoretical first four L moments of the generalised...
fun.mApply: Applying functions based on an index for a matrix.
fun.minmax.check.gld: Check whether the specified GLDs cover the minimum and the...
fun.moments.bimodal: Finds the moments of fitted mixture of generalised lambda...
fun.moments.r: Calculate mean, variance, skewness and kurtosis of a...
fun.nclass.e: Estimates the number of classes or bins to smooth over in the...
fun.plot.fit: Plotting the univariate generalised lambda distribution fits...
fun.plot.fit.bm: Plotting mixture of two generalised lambda distributions on...
fun.plot.many.gld: Plotting many univariate generalised lambda distributions on...
fun.rawmoments: Computes the raw moments of the generalised lambda...
fun.RMFMKL.hs: Fit FMKL generalised distribution to data using discretised...
fun.RMFMKL.hs.nw: Fit FMKL generalised distribution to data using discretised...
fun.RMFMKL.lm: Fit FMKL generalised lambda distribution to data set using L...
fun.RMFMKL.ml: Fit FMKL generalised lambda distribution to data set using...
fun.RMFMKL.ml.m: Fit RS generalised lambda distribution to data set using...
fun.RMFMKL.mm: Fit FMKL generalised lambda distribution to data set using...
fun.RMFMKL.qs: Fit FMKL generalised lambda distribution to data set using...
fun.RPRS.hs: Fit RS generalised distribution to data using discretised...
fun.RPRS.hs.nw: Fit RS generalised distribution to data using discretised...
fun.RPRS.lm: Fit RS generalised lambda distribution to data set using L...
fun.RPRS.ml: Fit RS generalised lambda distribution to data set using...
fun.RPRS.ml.m: Fit RS generalised lambda distribution to data set using...
fun.RPRS.mm: Fit RS generalised lambda distribution to data set using...
fun.RPRS.qs: Fit RS generalised lambda distribution to data set using...
fun.simu.bimodal: Simulate a mixture of two generalised lambda distributions.
fun.theo.bi.mv.gld: Calculates the theoretical mean, variance, skewness and...
fun.theo.mv.gld: Find the theoretical first four moments of the generalised...
fun.which.zero: Determine which values are zero.
fun.zero.omit: Returns a vector after removing all the zeros.
gl.check.lambda.alt: Checks whether the parameters provided constitute a valid...
gl.check.lambda.alt1: Checks whether the parameters provided constitute a valid...
GLDEX.package: This package fits RS and FMKL generalised lambda...
GLDfunctions: The Generalised Lambda Distribution Family
hiddenfunctions: This is a collection of functions designed to implement the...
histsu: Histogram with exact number of bins specified by the user
is.inf: Returns a logical vecto, TRUE if the value is Inf or -Inf.
is.notinf: Returns a logical vector TRUE, if the value is not Inf or...
ks.gof: Kolmogorov-Smirnov test
Lmoments: L-moments
optimisationfunctions: This is a collection of functions used in the optimisation...
pretty.su: An alternative to the normal pretty function in R.
qqplot.gld: Do a quantile plot on the univariate distribution fits.
qqplot.gld.bi: Do a quantile plot on the bimodal distribution fits.
QUnif: Quasi Randum Numbers via Halton Sequences
RSfittingandbasicfunctions: This is a collection of functions designed to find the...
skewnessandkurtosis: Compute skewness and kurtosis statistics
starship: Carry out the "starship" estimation method for the...
starship.adaptivegrid: Carry out the "starship" estimation method for the...
starship.obj: Objective function that is minimised in starship estimation...
t1lmoments: Trimmed L-moments
which.na: Determine Missing Values

Functions

.gl.parameter.tidy Man page
.qdgl.fmkl Man page
.qdgl.rs Man page
.qgl.fmkl Man page Man page
.qgl.rs Man page
First Source code
GLDEX Man page
GLDEX-package Man page
Lcoefs Man page Source code
Lmomcov Man page Source code
Lmomcov_calc Man page Source code
Lmoments Man page Source code
Lmoments_calc Man page Source code
LowDiscrepancy Man page
QUnif Man page
anddarl Source code
dgl Man page Source code
digitsBase Man page
fun.Lm.gt.2.fmkl Man page
fun.Lm.gt.2.rs Man page
fun.RMFMKL.hs Man page
fun.RMFMKL.hs.nw Man page
fun.RMFMKL.lm Man page
fun.RMFMKL.ml Man page
fun.RMFMKL.ml.m Man page Source code
fun.RMFMKL.mm Man page
fun.RMFMKL.qs Man page
fun.RPRS.hs Man page
fun.RPRS.hs.nw Man page
fun.RPRS.lm Man page
fun.RPRS.ml Man page
fun.RPRS.ml.m Man page Source code
fun.RPRS.mm Man page
fun.RPRS.qs Man page
fun.auto.bimodal.ml Man page
fun.auto.bimodal.pml Man page
fun.auto.bimodal.qs Man page
fun.auto.mm.fmkl Man page
fun.auto.perc.rs Man page
fun.beta Man page
fun.beta1 Man page
fun.bimodal.fit.ml Man page
fun.bimodal.fit.pml Man page
fun.bimodal.init Man page
fun.check.gld Man page Source code
fun.check.gld.multi Man page Source code
fun.class.regime.bi Man page
fun.comp.moments.ml Man page
fun.comp.moments.ml.2 Man page
fun.data.fit.hs Man page
fun.data.fit.hs.nw Man page
fun.data.fit.lm Man page
fun.data.fit.ml Man page
fun.data.fit.mm Man page
fun.data.fit.qs Man page
fun.diag.ks.g Man page
fun.diag.ks.g.bimodal Man page
fun.diag1 Man page
fun.diag2 Man page
fun.disc.estimation Man page
fun.fit.gl.v.lm Man page
fun.fit.gl.v.lma Man page
fun.fit.gl.v2a Man page
fun.fit.gl.v2a.nw Man page
fun.fit.gl.v2b Man page
fun.fit.gl.v2b.nw Man page
fun.fit.gl.v3 Man page
fun.fit.gl.v3a Man page
fun.fit.gl.v3m Man page Source code
fun.fit.gl.v4 Man page
fun.fit.gl.v4a Man page
fun.fit.gl.v6 Man page
fun.fit.gl.v6a Man page
fun.fix.mean Man page
fun.fmkl Man page
fun.fmkl.L30 Man page
fun.fmkl.L40 Man page
fun.fmkl.mm.min Man page
fun.fmkl.mm.sol Man page
fun.fmkl.mm.sol.alt Man page
fun.fmkl.nr Man page
fun.fmkl.sol Man page
fun.fmkl0 Man page
fun.fmkla Man page
fun.fmklb Man page
fun.gen.qrn Man page
fun.lambda.percentile Man page
fun.lm.theo.gld Man page Source code
fun.mApply Man page
fun.minmax.check.gld Man page Source code
fun.moments Man page
fun.moments.bimodal Man page
fun.moments.r Man page
fun.nclass.e Man page
fun.percentile Man page
fun.plot.fit Man page
fun.plot.fit.bm Man page
fun.plot.many.gld Man page
fun.rawmoments Man page
fun.rs.nr Man page
fun.rs.perc.gradient Man page
fun.rs.perc.min Man page
fun.rs.perc.sol Man page
fun.rs.perc.sol.alt Man page
fun.rsb Man page
fun.simu.bimodal Man page
fun.theo.bi.mv.gld Man page
fun.theo.mv.gld Man page Source code
fun.which.zero Man page
fun.zero.omit Man page
getGLDEXEnv Source code
gl.check.lambda.alt Man page
gl.check.lambda.alt1 Man page Source code
gl.parameter.tidy Source code
histsu Man page
is.inf Man page
is.notinf Man page
ks.gof Man page Source code
kurtosis Man page
optim.fun.bi.final Man page Source code
optim.fun.lm Man page
optim.fun.qs Man page
optim.fun2 Man page
optim.fun2.nw Man page
optim.fun3 Man page
optim.fun3.C Man page Source code
optim.fun3.C.m Man page Source code
optim.fun4 Man page
optim.fun5 Man page
optim.fun6 Man page
optim.fun7 Man page
pgl Man page Source code
pretty.su Man page
qdgl Man page Source code
qdgl.fmkl Source code
qdgl.rs Source code
qgl Man page Source code
qgl.fmkl Source code
qgl.rs Source code
qqplot.gld Man page
qqplot.gld.bi Man page
rgl Man page Source code
rnorm.halton Man page Source code
rnorm.pseudo Man page Source code
rnorm.sobol Man page Source code
runif.halton Man page Source code
runif.pseudo Man page Source code
runif.sobol Man page Source code
sHalton Man page
setGLDEXEnv Source code
skewness Man page
starship Man page Source code
starship.adaptivegrid Man page Source code
starship.obj Man page Source code
t1lmoments Man page Source code
which.na Man page

Files

src
src/GLDEX.c
src/085A-LowDiscrepancy.f
NAMESPACE
R
R/fun.fmkl.mm.sol.alt.R
R/optim.fun.qs.R
R/fun.fit.gl.v4a.R
R/fun.lm.theo.gld.R
R/fun.RPRS.qs.R
R/fun.fit.gl.v3m.R
R/qqplot.gld.R
R/fun.fmkl.mm.min.R
R/fun.check.gld.multi.R
R/fun.data.fit.qs.R
R/fun.comp.moments.ml.2.R
R/fun.RPRS.hs.nw.R
R/gl.check.lambda.alt1.R
R/fun.minmax.check.gld.R
R/fun.fit.gl.v2b.R
R/gl.check.lambda.alt.R
R/fun.plot.fit.bm.R
R/fun.RMFMKL.ml.m.R
R/fun.nclass.e.R
R/fun.diag1.R
R/fun.fmkl.L40.R
R/optim.fun.lm.R
R/optim.fun5.R
R/fun.RMFMKL.lm.R
R/fun.fmkl.L30.R
R/fun.theo.mv.gld.R
R/fun.check.gld.R
R/qdgl.R
R/hiddenfunctions.R
R/fun.auto.perc.rs.R
R/fun.diag.ks.g.bimodal.R
R/fun.auto.bimodal.pml.R
R/085A-LowDiscrepancy.R
R/fun.fit.gl.v2a.R
R/fun.gen.qrn.R
R/fun.disc.estimation.R
R/optim.fun4.R
R/fun.RPRS.lm.R
R/sHalton.R
R/dgl.R
R/fun.fmkl.nr.R
R/fun.diag.ks.g.R
R/fun.zero.omit.R
R/starship.R
R/fun.rs.perc.min.R
R/fun.RPRS.ml.R
R/fun.RMFMKL.hs.nw.R
R/fun.fmkla.R
R/fun.bimodal.fit.ml.R
R/fun.fit.gl.v.lm.R
R/fun.moments.r.R
R/pretty.su.R
R/fun.plot.many.gld.R
R/optim.fun.bi.final.R
R/fun.rs.perc.sol.R
R/fun.fmkl0.R
R/fun.data.fit.mm.R
R/fun.fit.gl.v3.R
R/fun.moments.bimodal.R
R/fun.data.fit.hs.nw.R
R/fun.beta.R
R/fun.RPRS.hs.R
R/pgl.R
R/fun.fmkl.R
R/fun.auto.bimodal.ml.R
R/fun.auto.mm.fmkl.R
R/fun.fit.gl.v2a.nw.R
R/fun.mApply.R
R/fun.RPRS.ml.m.R
R/optim.fun2.nw.R
R/fun.RPRS.mm.R
R/rgl.R
R/fun.class.regime.bi.R
R/fun.fit.gl.v3a.R
R/fun.fmklb.R
R/fun.plot.fit.R
R/digitsBase.R
R/fun.bimodal.fit.pml.R
R/optim.fun6.R
R/fun.simu.bimodal.R
R/fun.fit.gl.v6.R
R/optim.fun2.R
R/fun.fit.gl.v2b.nw.R
R/fun.RMFMKL.qs.R
R/fun.data.fit.lm.R
R/fun.fit.gl.v6a.R
R/is.notinf.R
R/skewness.R
R/fun.data.fit.ml.R
R/t1lmoments.R
R/fun.rawmoments.R
R/fun.bimodal.init.R
R/histsu.R
R/fun.Lm.gt.2.fmkl.R
R/optim.fun3.R
R/Lmoments.R
R/fun.auto.bimodal.qs.R
R/fun.comp.moments.ml.R
R/fun.moments.R
R/fun.RMFMKL.ml.R
R/fun.rs.perc.sol.alt.R
R/fun.RMFMKL.mm.R
R/fun.rsb.R
R/fun.beta1.R
R/fun.RMFMKL.hs.R
R/qgl.R
R/fun.fit.gl.v.lma.R
R/fun.rs.nr.R
R/fun.fmkl.mm.sol.R
R/fun.which.zero.R
R/optim.fun7.R
R/optim.fun3.C.R
R/kurtosis.R
R/which.na.R
R/qqplot.gld.bi.R
R/is.inf.R
R/fun.percentile.R
R/fun.Lm.gt.2.rs.R
R/fun.data.fit.hs.R
R/fun.rs.perc.gradient.R
R/fun.lambda.percentile.R
R/ks.gof.R
R/optim.fun3.C.m.R
R/fun.theo.bi.mv.gld.R
R/fun.fit.gl.v4.R
R/Lmoments_calc.R
R/fun.diag2.R
R/QUnif.R
MD5
README
DESCRIPTION
man
man/fun.RPRS.ml.Rd
man/FMKLfittingandbasicfunctions.Rd
man/fun.plot.many.gld.Rd
man/qqplot.gld.bi.Rd
man/085A-LowDiscrepancy.Rd
man/Lmoments.Rd
man/fun.diag.ks.g.Rd
man/fun.theo.mv.gld.Rd
man/QUnif.Rd
man/fun.plot.fit.Rd
man/fun.auto.bimodal.ml.Rd
man/fun.beta.Rd
man/GLDEX.package.Rd
man/fun.moments.bimodal.Rd
man/fun.data.fit.mm.Rd
man/fun.RMFMKL.mm.Rd
man/gl.check.lambda.alt1.Rd
man/skewnessandkurtosis.Rd
man/fun.data.fit.lm.Rd
man/is.notinf.Rd
man/t1lmoments.Rd
man/fun.auto.bimodal.qs.Rd
man/fun.moments.r.Rd
man/fun.lm.theo.gld.Rd
man/is.inf.Rd
man/fun.RMFMKL.ml.m.Rd
man/fun.plot.fit.bm.Rd
man/optimisationfunctions.Rd
man/histsu.Rd
man/fun.rawmoments.Rd
man/fun.zero.omit.Rd
man/starship.obj.Rd
man/fun.RMFMKL.ml.Rd
man/fun.data.fit.hs.Rd
man/fun.diag2.Rd
man/fittingfunctions.Rd
man/fun.RMFMKL.hs.nw.Rd
man/fun.mApply.Rd
man/fun.which.zero.Rd
man/fun.bimodal.fit.ml.Rd
man/RSfittingandbasicfunctions.Rd
man/fun.nclass.e.Rd
man/fun.RPRS.lm.Rd
man/fun.theo.bi.mv.gld.Rd
man/ks.gof.Rd
man/fun.RPRS.qs.Rd
man/fun.RMFMKL.hs.Rd
man/fun.comp.moments.ml.Rd
man/fun.auto.bimodal.pml.Rd
man/fun.RPRS.hs.Rd
man/fun.simu.bimodal.Rd
man/GLDfunctions.Rd
man/fun.RMFMKL.qs.Rd
man/fun.gen.qrn.Rd
man/fun.RPRS.mm.Rd
man/fun.data.fit.hs.nw.Rd
man/fun.check.gld.multi.Rd
man/fun.minmax.check.gld.Rd
man/fun.RPRS.ml.m.Rd
man/fun.class.regime.bi.Rd
man/gl.check.lambda.alt.Rd
man/fun.diag1.Rd
man/fun.disc.estimation.Rd
man/which.na.Rd
man/pretty.su.Rd
man/qqplot.gld.Rd
man/starship.adaptivegrid.Rd
man/fun.RPRS.hs.nw.Rd
man/fun.comp.moments.ml.2.Rd
man/fun.bimodal.fit.pml.Rd
man/digitsBase.Rd
man/fun.data.fit.qs.Rd
man/starship.Rd
man/hiddenfunctions.Rd
man/fun.check.gld.Rd
man/fun.bimodal.init.Rd
man/fun.data.fit.ml.Rd
man/fun.RMFMKL.lm.Rd
man/fun.diag.ks.g.bimodal.Rd
GLDEX documentation built on May 29, 2017, 3:42 p.m.