cdfgld

The parameters from <code><a href="/link/pargld?package=lmomco&version=0.6" rd-options="" data-mini-rdoc="lmomco::pargld">pargld</a></code> or similar.

gldpara

This function computes the cumulative probability or nonexceedance probability of the Generalized Lambda distribution given parameters ($\xi$, $\alpha$, $\kappa$, and $h$) of the distribution computed by <code><a href="/link/pargld?package=lmomco&version=0.6" rd-options="" data-mini-rdoc="lmomco::pargld">pargld</a></code> or similar. The cumulative distribution function of the distribution has no explicit form. The R function <code>uniroot</code> is used to root the quantile function <code><a href="/link/quagld?package=lmomco&version=0.6" rd-options="" data-mini-rdoc="lmomco::quagld">quagld</a></code> to compute the nonexceedance probability.

distribution

The package implements the statistical theory of L-moments including 
 L-moment estimation, probability-weighted moment estimation, parameter estimation 
 for numerous familiar and not-so-familiar distributions, and L-moment estimation 
 for the same distributions from the parameters. L-moments are derived from the 
 expectations of order statistics and are linear with respect to the probability- 
 weighted moments. L-moments are directly analogous to the well-known product 
 moments; however, L-moments have many advantages including unbiasedness, 
 robustness, and consistency with respect to the product moments. This package 
 is oriented around the FORTRAN algorithms of J.R.M. Hosking, and the 
 nomenclature for many of the functions parallels that of the Hosking library. 
 Numerous additional features are added to aid in extension of the breadth of 
 L-moment application. Much theoretical extension of L-moment theory has 
 occurred in recent years. E.A.H. Elamir and A.H. Seheult have developed the 
 trimmed L-moments, which are implemented in this package. Further, recent 
 developments by Robert Serfling and Peng Xiao have extended L-moments into 
 multivariate space; the so-called sample L-comoments are implemented here. The 
 supported distributions with moment type shown as L (L-moments) or TL (trimmed 
 L-moments) include the Cauchy(TL), Exponential(L), Gamma(L), Generalized Extreme 
 Value(L), Generalized Lambda(L/TL), Generalized Logistic (L), Generalized 
 Normal(L), Generalized Pareto(L/TL), Gumbel(L), Normal(L), Kappa(L), Pearson 
 Type III(L), and Wakeby(L).

cdfgld: Cumulative Distribution Function of the Generalized Lambda Distribution

Description

Usage

Arguments

Value

References

See Also

Examples