Journal of Statistical Software

Authors:	Steve Su
Title:	[download] (233)Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R
Reference:	Vol. 21, Issue 9, Oct 2007 Submitted 2006-11-07, Accepted 2007-09-15
Type:	Article
Abstract:	This paper describes the use of GLDEX in R to fit distributions to empirical data using the discretized and maximum likelihood methods. The GLDEX package also provides diagnostic tests to examine the quality of fit through the resample Kolmogorov-Smirnoff test, quantile plots and comparison of the mean, variance, skewness and kurtosis between the empirical data and the fitted distribution.
Paper:	[download] (233)Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R (application/pdf, 501.2 KB)
Supplements:	[download] (203)GLDEX_1.0.1.tar.gz: R source package (application/x-gzip, 83.1 KB)
	[download] (180)v21i09.R: R example code from the paper (application/zip, 1.8 KB)
Resources:	BibTeX \| OAI