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gb (version 2.3.3)
Generalize Lambda Distribution and Generalized Bootstrapping
Description
A collection of algorithms and functions for fitting data to a generalized lambda distribution via moment matching methods, and generalized bootstrapping.
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Version
Version
2.3.3
1.1.8-8
1.0.11-24
1.0.11-19
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Install
install.packages('gb')
Monthly Downloads
196
Version
2.3.3
License
Unlimited
Maintainer
Bin Wang
Last Published
April 1st, 2018
Functions in gb (2.3.3)
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ARL1
Compute Average Run Length
drsgld
Basic functions for RS-GLD
fit.egld
Fit Extended Generalized Lambda Distribution (EGLD/GBD)
fkde
Estimate Asymptotic Joint Distribution of EWMA variables
gboot
Generalized bootstrapping
ofc
OFC data
degld
Basic functions for RS-GLD
fit.gld
Fitting a Ramberg-Schmeiser-Tukey (RST) lambda distribution