Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R

This paper describes the use of GLDEX in R to fit distributions to empirical data using the discretized and maximum likelihood methods. The GLDEX package also provides diagnostic tests to examine the quality of fit through the resample Kolmogorov-Smirnoff test, quantile plots and comparison of the m...

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Bibliographic Details
Main Author: Steve Su
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2007-09-01
Series:Journal of Statistical Software
Subjects:
R
Online Access:http://www.jstatsoft.org/v21/i09/paper