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. <ul>
<li>CSW2FKMLConvert parameters from the CSW to the FMKL
 paramtrization.
 </li>
<li>FKML2CSWConvert parameters from the FMKL to the CSW
 paramtrization.
 </li>
</ul>

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