Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Steve Su
Title: Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R
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.

Page views:: 6699. Submitted: 2006-11-07. Published: 2007-10-16.
Paper: Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R     Download PDF (Downloads: 7141)
Supplements:
GLDEX_1.0.1.tar.gz: R source package Download (Downloads: 1152; 83KB)
v21i09.R.zip: v21i09.R: R example code from the paper Download (Downloads: 1064; 1KB)

DOI: 10.18637/jss.v021.i09

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.