fun.lm.theo.gld: Find the theoretical first four L moments of the generalised...

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

Find the theoretical first four L moments of the generalised lambda distribution.

Description

This function computes the first four L moments for both RS and FMKL generalised lambda distributions.

Usage

fun.lm.theo.gld(L1, L2, L3, L4, param)

Arguments

L1	Lambda 1. Or c(Lambda 1,Lambda 2,Lambda 3,Lambda 4).
L2	Lambda 2.
L3	Lambda 3.
L4	Lambda 4.
param	"rs" or "fmkl" or "fkml"

Value

A vector listing the first four L moments

Note

Sometimes the theoretical moments may not exist, in those cases, NA is returned.

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.theo.mv.gld

Examples

fun.lm.theo.gld(1, 2, 3, 4, "rs")
fun.lm.theo.gld(1, 2, 3, 4, "fmkl")

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