gl.check.lambda.alt: Checks whether the parameters provided constitute a valid...

In GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions

Checks whether the parameters provided constitute a valid generalised lambda distribution.

Description

An alternative to the gl.check.lambda function in gld package.

Usage

gl.check.lambda.alt(l1, l2, l3, l4, param = "fmkl")

Arguments

l1	Lambda 1.
l2	Lambda 2.
l3	Lambda 3.
l4	Lambda 4.
param	"rs" or "fmkl" generalised lambda distribution.

Details

This version differs from gl.check.lambda in gld library.

Value

A logical value, TRUE or FALSE. TRUE indicates the parameters given is a valid probability distribution.

Author(s)

Steve Su

References

Freimer, M., Mudholkar, G. S., Kollia, G. & Lin, C. T. (1988), A study of the generalized tukey lambda family, Communications in Statistics - Theory and Methods *17*, 3547-3567.

Karian, Z.E., Dudewicz, E.J., and McDonald, P. (1996), The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “Final Word” on Moment fits, Communications in Statistics - Simulation and Computation *25*, 611-642.

Ramberg, J. S. & Schmeiser, B. W. (1974), An approximate method for generating asymmetric random variables, Communications of the ACM *17*, 78-82.

See Also

gl.check.lambda.alt1

Examples

gl.check.lambda.alt(0,1,.23,4.5,param="fmkl") ## TRUE
gl.check.lambda.alt(0,-1,.23,4.5,param="fmkl") ## FALSE 
gl.check.lambda.alt(0,1,0.5,-0.5,param="rs") ## FALSE

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