GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions
(RS and FMKL) using Various Methods
The fitting algorithms considered in this package have two
major objectives. One is to provide a smoothing device to fit
distributions to data using the weight and unweighted
discretised approach based on the bin width of the histogram.
The other is to provide a definitive fit to the data set using
the maximum likelihood and quantile matching estimation. Other
methods such as moment matching, starship method, L moment
matching are also provided. Diagnostics on goodness of fit can
be done via qqplots, KS-resample tests and comparing mean,
variance, skewness and kurtosis of the data with the fitted
distribution.
| Version: |
1.0.4.4 |
| Depends: |
cluster |
| Published: |
2012-04-26 |
| Author: |
Steve Su, Diethelm Wuertz and Rmetrics core team members for
low discrepancy algorithm, Robert King for gld C codes,
Benjamin Dean for corrections and input in ks.gof code |
| Maintainer: |
Steve Su <allegro1978 at hotmail.com> |
| License: |
GPL (≥ 3) |
| URL: |
http://www.uwa.edu.au/people/steve.su |
| In views: |
Distributions |
| CRAN checks: |
GLDEX results |
Downloads: