Fitting Single and Mixture of Generalised Lambda Distributions

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. References include the following: Karvanen and Nuutinen (2008) "Characterizing the generalized lambda distribution by L-moments" , King and MacGillivray (1999) "A starship method for fitting the generalised lambda distributions" , Su (2005) "A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data" , Su (2007) "Nmerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions" , Su (2007) "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R" , Su (2009) "Confidence Intervals for Quantiles Using Generalized Lambda Distributions" , Su (2010) "Chapter 14: Fitting GLDs and Mixture of GLDs to Data using Quantile Matching Method" , Su (2010) "Chapter 15: Fitting GLD to data using GLDEX 1.0.4 in R" , Su (2015) "Flexible Parametric Quantile Regression Model" , Su (2021) "Flexible parametric accelerated failure time model".

1. Put any C/C++/Fortran code in 'src'
2. If you have compiled code, add a .First.lib() function in 'R'
   to load the shared library
3. Edit the help file skeletons in 'man'
4. Run R CMD build to create the index files
5. Run R CMD check to check the package
6. Run R CMD build to make the package file


Read "Writing R Extensions" for more information.