# dist-gldRobMoments: Robust Moments for the GLD In fBasics: Rmetrics - Markets and Basic Statistics

## Description

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

## Usage

 ```1 2 3 4``` ```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.

Diethelm Wuertz.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ``` ## 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.