Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R

Steve Su

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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.

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