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")
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