gld.moments(par,type="fkml",ratios=TRUE)
gld.moments
only supports
fkml
which uses Freimer, Kollia, Mudholkar, and Lin (1988) (default).ratio
is true, the vector contains the mean,
variance, skewness ratio and kurtosis ratio. If ratio
is false,
the vector contains the mean, variance, third central moment and fourth
central moment.
See pages 96--97 of van Staden (2013) for the full expressions for these moments.
Freimer, M., Kollia, G., Mudholkar, G. S., & Lin, C. T. (1988), A study of the generalized tukey lambda family, Communications in Statistics - Theory and Methods 17, 3547--3567. Lakhany, Asif and Mausser, Helmut (2000) Estimating the parameters of the generalized lambda distribution, Algo Research Quarterly, 3(3):47--58
van Staden, Paul J. (2013) Modeling of generalized families of probability distributions inthe quantile statistical universe, PhD thesis, University of Pretoria. http://repository.up.ac.za/handle/2263/40265
fit.fkml.moments.val
gld.moments(c(0,1.463551,0.1349124,0.1349124))
gld.moments(c(0,1.813799,0,0))
gld.moments(c(0,1,0,3))
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