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

Fitting of the Generalized Lambda Distribution with different estimators.

1 2 |

`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 |

`convergence` |
An integer code. |

`message` |
A character string giving any additional information returned
by the optimizer, or |

`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

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ```
# 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")
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.