GLDEX: 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" <doi:10.1016/j.csda.2007.06.021>, King and MacGillivray (1999) "A starship method for fitting the generalised lambda distributions" <doi:10.1111/1467-842X.00089>, Su (2005) "A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data" <doi:10.22237/jmasm/1130803560>, Su (2007) "Nmerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions" <doi:10.1016/j.csda.2006.06.008>, Su (2007) "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R" <doi:10.18637/jss.v021.i09>, Su (2009) "Confidence Intervals for Quantiles Using Generalized Lambda Distributions" <doi:10.1016/j.csda.2009.02.014>, Su (2010) "Chapter 14: Fitting GLDs and Mixture of GLDs to Data using Quantile Matching Method" <doi:10.1201/b10159>, Su (2010) "Chapter 15: Fitting GLD to data using GLDEX 1.0.4 in R" <doi:10.1201/b10159>, Su (2015) "Flexible Parametric Quantile Regression Model" <doi:10.1007/s11222-014-9457-1>, Su (2021) "Flexible parametric accelerated failure time model"<doi:10.1080/10543406.2021.1934854>.

Version: 2.0.0.9
Depends: cluster, grDevices, graphics, stats, spacefillr
Published: 2022-05-17
Author: Steve Su ORCID iD [aut, cre, cph], Martin Maechler [aut], Juha Karvanen [aut], Robert King [aut], Benjamin Dean [ctb], R Core Team [aut]
Maintainer: Steve Su <allegro.su at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README
In views: Cluster, Distributions
CRAN checks: GLDEX results

Documentation:

Reference manual: GLDEX.pdf

Downloads:

Package source: GLDEX_2.0.0.9.tar.gz
Windows binaries: r-devel: GLDEX_2.0.0.9.zip, r-release: GLDEX_2.0.0.9.zip, r-oldrel: GLDEX_2.0.0.8.zip
macOS binaries: r-release (arm64): GLDEX_2.0.0.9.tgz, r-oldrel (arm64): GLDEX_2.0.0.9.tgz, r-release (x86_64): GLDEX_2.0.0.8.tgz, r-oldrel (x86_64): GLDEX_2.0.0.8.tgz
Old sources: GLDEX archive

Reverse dependencies:

Reverse depends: GLDreg
Reverse suggests: fitteR, GenHMM1d

Linking:

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