fitgl: Fitting of the Generalized Lambda Distribution.
In gldist: An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution.

Description Usage Arguments Details Value Author(s) References See Also Examples

Fitting of the Generalized Lambda Distribution with different estimators.

1 2	fitgl(x, start, inc = FALSE, na.rm = FALSE, method = c("mle", "hist", "prob", "quant", "shape"), ...)

`x`	A numeric vector of length at least one containing only finite values.
`start`	A numeric vector (optional), initial values for the parameters to be optimized.
`inc`	A logical value indicating wether the location (median) and scale (inter-quartile) should be included in the optimization or estimated by their smaple estimators. FALSE by default.
`method`	A character value specifying the method to use to fit the data.
`na.rm`	logical. Should missing values (including 'NaN') be removed?
`...`	additional arguments to be passed to the optimization function 'nlminb' or to the objective function. See 'method' argument for the availalbe additional arguments of the objective function.

FIXME

A list with components.

`call`	Calling function.
`par`	The best set of parameters found.
`objective`	The value of `objective` corresponding to `par`.
`convergence`	An integer code. `0` indicates successful convergence.
`message`	A character string giving any additional information returned by the optimizer, or `NULL`. For details, see `nlminb` documentation.
`iterations`	Number of iterations performed.
`evaluations`	Number of objective function and gradient function evaluations.

Yohan Chalabi and Diethelm Wuertz

Y. Chalabi, D. J. Scott and D. Wuertz, An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution. Working paper, 2012.

gldist, gldist-package

# Generate deviates
x <- rgl(1000, med = 1, iqr = 2, chi = 0, xi = .5)

# Fit the data set with the different methods
fitgl(x, inc = FALSE, method = "mle")
fitgl(x, inc = TRUE, method = "mle")

fitgl(x, inc = FALSE, method = "hist", breaks = "FD")
fitgl(x, inc = TRUE, method = "hist", breaks = "FD")

fitgl(x, inc = FALSE, method = "prob")
fitgl(x, inc = TRUE, method = "prob")

fitgl(x, inc = FALSE, method = "quant", len = 1000)
fitgl(x, inc = TRUE, method = "quant", len = 1000)

fitgl(x, method = "shape")