CSW2FKML

FKML2CSW

parameters of the Generalized Lambda distribution in the
    CSW parametrization.

med, iqr, chi, xi

parameters of the Generalized Lambda distribution in the
    FKML parametrization.

lambda1, lambda2, lambda3, lambda4

Parameter conversion for the FKML and CSW parametrization.<p></p><p>  <ul><li>CSW2FKML</li></ul>{Convert parameters from the CSW to the FMKL
      paramtrization.}
    <item>FKML2CSW</item>{Convert parameters from the FMKL to the CSW
      paramtrization.}</p>

Parametrization conversion

The generalized lambda distribution (GLD) is a versatile
        distribution that can accommodate a wide range of shapes,
        including fat-tailed and asymmetric distributions. This package
        implements a more intuitive parameterization of the GLD that
        expresses the location and scale parameters directly as the
        median and inter-quartile range of the distribution. The
        remaining two shape parameters characterize the asymmetry and
        steepness of the distribution respectively. The fitting of the
        GLD to empirical data can be reduced to a two-parameter
        estimation problem where the location and scale parameters are
        estimated by their robust sample estimators. Moreover, the
        parameterization can be used to compare data sets in a
        convenient asymmetry and steepness shape plot. The underline C
        routines are written such that compilers that support
        vectorized mathematical operations can automatically vectorize
        the most time consuming loops (tested with icc 12.1.0). The
        package includes the usual distribution functions, fitting
        routines and a shape plot function.

Parametrization conversion: Parameter conversion for the FKML and CSW parameterization.

Description

Usage

Arguments

Value

References

See Also