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.


Reference manual

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install.packages("GLDEX") by Steve Su, 2 years ago

Browse source code at

Authors: Steve Su , with contributions from: Diethelm Wuertz , Martin Maechler and Rmetrics core team members for low discrepancy algorithm , Juha Karvanen for L moments codes , Robert King for gld C codes and starship codes , Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

Documentation:   PDF Manual  

Task views: Cluster Analysis & Finite Mixture Models, Probability Distributions

GPL (>= 3) license

Depends on cluster, grDevices, graphics, stats

Depended on by GLDreg.

Suggested by GenHMM1d, fitteR.

See at CRAN