GLDEX: 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.

Version: 2.0.0.0
Depends: cluster
Published: 2014-03-07
Author: 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.
Maintainer: Steve Su <allegro.su at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: yes
In views: Cluster, Distributions
CRAN checks: GLDEX results

Downloads:

Reference manual: GLDEX.pdf
Package source: GLDEX_2.0.0.0.tar.gz
OS X binary: GLDEX_2.0.0.0.tgz
Windows binary: GLDEX_2.0.0.0.zip
Old sources: GLDEX archive