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.

Getting started

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("GLDEX")

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GLDEX documentation built on May 29, 2017, 3:42 p.m.