Description Usage Arguments Value Author(s) References See Also Examples
Plot fitted shape parameters of the Generalized Lambda Distribution.
1  glshapeplot(x, method, moments = 1:4, ...)

x 
A numeric vector or a numeric matrix of values. Can be 
method 
A character value specifying which method should be used in

moments 
A numeric vector specifying which line of moments conditions should
be drawn. Can be 
... 
additional arguments passed to 
A list with the output of fitgl
for each column of x
. Is
NULL
if no data was fitted, i.e. x = NULL
.
Yohan Chalabi and Diethelm Wuertz
Y. Chalabi, D. J. Scott and D. Wuertz, An AsymmetrySteepness Parameterization of the Generalized Lambda Distribution. Working paper, 2012.
fitgl, gldist, gldistpackage
1 2 3 4 5 6 7 8 9 10 11 12 13 14  # Daily Closing Prices of Major European Stock Indices, 19911998
data("EuStockMarkets", package = "datasets")
# use percentile log returns
x < apply(EuStockMarkets, 2, function(x) diff(log(x)))
# Fitted shape parameters
glshapeplot(x)
# without the line conditions of existence of moments
glshapeplot(x, method = "quant", moments = NULL)
# only the conditions of existence of the first 4 moments
glshapeplot(NULL, moments = 1:4)

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