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.

Copy Link

Version

Install

install.packages('gb')

Monthly Downloads

230

Version

2.3.3

License

Unlimited

Maintainer

Bin Wang

Last Published

April 1st, 2018

Functions in gb (2.3.3)

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