gldist: An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution.
Version 2160.2

The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes, including fat-tailed and asymmetric distributions. This package implements a more intuitive parameterization of the GLD that expresses the location and scale parameters directly as the median and inter-quartile range of the distribution. The remaining two shape parameters characterize the asymmetry and steepness of the distribution respectively. The fitting of the GLD to empirical data can be reduced to a two-parameter estimation problem where the location and scale parameters are estimated by their robust sample estimators. Moreover, the parameterization can be used to compare data sets in a convenient asymmetry and steepness shape plot. The underline C routines are written such that compilers that support vectorized mathematical operations can automatically vectorize the most time consuming loops (tested with icc 12.1.0). The package includes the usual distribution functions, fitting routines and a shape plot function.

AuthorYohan Chalabi and Diethelm Wuertz
Date of publication2012-04-02 17:59:04
MaintainerYohan Chalabi <chalabi@phys.ethz.ch>
LicenseGPL-2 | GPL-3
Version2160.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gldist")

Getting started

Package overview

Popular man pages

fitgl: Fitting of the Generalized Lambda Distribution.
gl: An Asymmetry-Steepness Parameterization of the Generalized...
gldist-package: An Asymmetry-Steepness Parameterization of the Generalized...
glshapeplot: Plot fitted shape parameters of the Generalized Lambda...
params: Parameter conversion for the FKML and CSW parameterization.
See all...

All man pages Function index File listing

Man pages

fitgl: Fitting of the Generalized Lambda Distribution.
gl: An Asymmetry-Steepness Parameterization of the Generalized...
gldist-package: An Asymmetry-Steepness Parameterization of the Generalized...
glshapeplot: Plot fitted shape parameters of the Generalized Lambda...
params: Parameter conversion for the FKML and CSW parameterization.

Functions

CSW2FKML Man page
FKML2CSW Man page
dgl Man page
fitgl Man page
gldist Man page
gldist-package Man page
glshapeplot Man page
pgl Man page
qdgl Man page
qgl Man page
rgl Man page

Files

gldist
gldist/MD5
gldist/tests
gldist/tests/doRUnit.R
gldist/src
gldist/src/rgl.c
gldist/src/qgl.c
gldist/src/qdgl.c
gldist/src/pgl.c
gldist/src/params.c
gldist/src/Makevars
gldist/src/gldist.h
gldist/src/dgl.c
gldist/R
gldist/R/zzz.R
gldist/R/rgl.R
gldist/R/qgl.R
gldist/R/qdgl.R
gldist/R/pgl.R
gldist/R/params.R
gldist/R/glshapeplot.R
gldist/R/fitgl.R
gldist/R/dgl.R
gldist/NAMESPACE
gldist/man
gldist/man/params.Rd
gldist/man/glshapeplot.Rd
gldist/man/gldist-package.Rd
gldist/man/gl.Rd
gldist/man/fitgl.Rd
gldist/inst
gldist/inst/unitTests
gldist/inst/unitTests/runTests.R
gldist/inst/unitTests/runit.rgl.R
gldist/inst/unitTests/runit.qgl.R
gldist/inst/unitTests/runit.qdgl.R
gldist/inst/unitTests/runit.pgl.R
gldist/inst/unitTests/runit.dgl.R
gldist/DESCRIPTION
gldist/ChangeLog
gldist documentation built on April 6, 2017, 2:33 p.m.

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