fun.auto.mm.fmkl

fun.fmkl.mm.min

fun.fmkl.mm.sol.alt

fun.fmkl.mm.sol

fun.fmkl.sol

fun.fmkl.nr

fun.fmkl

fun.fmkla

fun.fmklb

fun.fmkl0

fun.fmkl.L30

fun.fmkl.L40

fun.Lm.gt.2.fmkl

fun.moments

<p>These functions are for maintainers only and it is not designed for the users 
of this package.</p>

internal

 FMKL fitting and basic functions 

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>.

Steve Su

GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions

Martin Maechler

Juha Karvanen

Robert King

Benjamin Dean

R Core Team

 FMKL fitting and basic functions  function

Author

This is a collection of functions designed to find the initial values 
under the method of moments for FMKL
generalised lambda distribution. It also includes basic FMKL GLD functions. —  FMKL fitting and basic functions 

This is a collection of functions designed to find the initial values 
under the method of moments for FMKL
generalised lambda distribution. It also includes basic FMKL GLD functions.

FMKL fitting and basic functions : This is a collection of functions designed to find the initial values under the method of moments for FMKL generalised lambda distribution. It also includes basic FMKL GLD functions.

Description

Arguments

Value

Author