fun.data.fit.lm: Fit data using L moment matching estimation for RS and FMKL...

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

Fit data using L moment matching estimation for RS and FMKL GLD

Description

This function fits generalised lambda distributions to data using L moment matching method

Usage

fun.data.fit.lm(data, rs.leap = 3, fmkl.leap = 3, rs.init = c(-1.5, 1.5), 
fmkl.init = c(-0.25, 1.5), FUN = "runif.sobol", no = 10000)

Arguments

data	Dataset to be fitted.
rs.leap	See scrambling argument in fun.gen.qrn.
fmkl.leap	See scrambling argument in fun.gen.qrn.
rs.init	Inititial values (lambda3 and lambda4) for the RS generalised lambda distribution.
fmkl.init	Inititial values (lambda3 and lambda4) for the FMKL generalised lambda distribution.
FUN	A character string of either "runif.sobol" (default), "runif.sobol.owen", "runif.halton" or "QUnif".
no	Number of initial random values to find the best initial values for optimisation.

Details

This function consolidates fun.RPRS.lm and fun.RMFMKL.lm and gives all the fits in one output.

Value

A matrix showing the parameters of RS and FMKL generalised lambda distributions.

Author(s)

Steve Su

References

Asquith, W. (2007). "L-moments and TL-moments of the generalized lambda distribution." Computational Statistics and Data Analysis 51(9): 4484-4496.

Karvanen, J. and A. Nuutinen (2008). "Characterizing the generalized lambda distribution by L-moments." Computational Statistics and Data Analysis 52(4): 1971-1983.

See Also

fun.RPRS.qs, fun.RMFMKL.qs, fun.data.fit.ml, fun.data.fit.hs, fun.data.fit.hs.nw , fun.data.fit.qs, fun.data.fit.mm

Examples

# Fitting normal(3,2) distriution using the default setting
 junk<-rnorm(50,3,2)
 fun.data.fit.lm(junk)

GLDEX documentation built on Aug. 21, 2023, 9:08 a.m.