get_gld_mode: get_gld_mode

In daviddoret/GRCRToolkit: GRC Toolkit

Description

Returns the mode of the GLD (Generalized Lambda Distribution), aka Tukey distribution.
When the shape parameters lambda3 = -1, lambda4 = -1, the mode is equivalent to the location parameter lambda1.
But when the shape parameters are tweaked, we observe a shift of the distribution mode.
This behavior is accentuated when lambda2 approaches 0.

Usage

get_gld_mode(lambda1 = NULL, lambda2 = NULL, lambda3 = NULL,
  lambda4 = NULL, search_range_start = NULL, search_range_end = NULL, ...)

Arguments

lambda1
lambda2
lambda3
lambda4
search_range_start
search_range_end

Value

The mode.

Future improvements

• Perform some research to check if there exists an analytical solution to this function. Then, implement it to avoid the usage of optimization. In its current version, the function relies on optimization to find a good estimate for the mode. Consequently, the precision of the mode or computational intensity to find it are not optimal.

• If no analytical solution is found and if search_range_start and search_range_end are not provided, provide best effort default values.

Examples

get_gld_mode(lambda1 = 100, lambda2 = 100, lambda3 = -10, lambda4 = -1, search_range_start = -1000, search_range_end = 1000)

daviddoret/GRCRToolkit documentation built on May 23, 2019, 7:31 a.m.