dist-gldRobMoments: Robust Moments for the GLD

Description Usage Arguments Value Author(s) Examples

Description

Computes the first four robust moments for the Generalized Lambda Distribution.

Usage

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gldMED(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
gldIQR(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
gldSKEW(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
gldKURT(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)

Arguments

lambda1, lambda2, lambda3, lambda4

are numeric values where lambda1 is the location parameter, lambda2 is the location parameter, lambda3 is the first shape parameter, and lambda4 is the second shape parameter.

Value

All values for the *gld functions are numeric vectors: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates.

All values have attributes named "param" listing the values of the distributional parameters.

Author(s)

Diethelm Wuertz.

Examples

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## gldMED -
   # Median:
   gldMED(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
 
## gldIQR - 
   # Inter-quartile Range:
   gldIQR(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
 
## gldSKEW -  
   # Robust Skewness:
   gldSKEW(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
   
## gldKURT -
   # Robust Kurtosis:
   gldKURT(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)

fBasics documentation built on Nov. 18, 2017, 4:05 a.m.