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.

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AuthorYohan Chalabi and Diethelm Wuertz
Date of publication2014-04-22 13:35:14
MaintainerYohan Chalabi <chalabi@phys.ethz.ch>
LicenseGPL-2 | GPL-3
Version2160.2
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gldist", repos="http://R-Forge.R-project.org")

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 Source code
FKML2CSW Man page Source code
S_FKML Source code
dgl Man page Source code
fitgl Man page Source code
gldist Man page
gldist-package Man page
glshapeplot Man page Source code
onLoad Source code
pgl Man page Source code
qdgl Man page Source code
qgl Man page Source code
rgl Man page Source code

Files

ChangeLog
DESCRIPTION
NAMESPACE
R
R/dgl.R
R/fitgl.R
R/glshapeplot.R
R/params.R
R/pgl.R
R/qdgl.R
R/qgl.R
R/rgl.R
R/zzz.R
inst
inst/unitTests
inst/unitTests/runTests.R
inst/unitTests/runit.dgl.R
inst/unitTests/runit.pgl.R
inst/unitTests/runit.qdgl.R
inst/unitTests/runit.qgl.R
inst/unitTests/runit.rgl.R
man
man/fitgl.Rd
man/gl.Rd
man/gldist-package.Rd
man/glshapeplot.Rd
man/params.Rd
src
src/Makevars
src/dgl.c
src/gldist.h
src/params.c
src/pgl.c
src/qdgl.c
src/qgl.c
src/rgl.c
tests
tests/doRUnit.R
gldist documentation built on May 21, 2017, 3:33 a.m.