GLDEX

The fitting algorithms considered in this package have two major objectives. One is to provide a smoothing device to fit distributions to data using the weight and unweighted discretised approach based on the bin width of the histogram. The other is to provide a definitive fit to the data set using the maximum likelihood and quantile matching estimation. Other methods such as moment matching, starship method, L moment matching are also provided. Diagnostics on goodness of fit can be done via qqplots, KS-resample tests and comparing mean, variance, skewness and kurtosis of the data with the fitted distribution. References include the following: Karvanen and Nuutinen (2008) "Characterizing the generalized lambda distribution by L-moments" , King and MacGillivray (1999) "A starship method for fitting the generalised lambda distributions" , Su (2005) "A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data" , Su (2007) "Nmerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions" , Su (2007) "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R" , Su (2009) "Confidence Intervals for Quantiles Using Generalized Lambda Distributions" , Su (2010) "Chapter 14: Fitting GLDs and Mixture of GLDs to Data using Quantile Matching Method" , Su (2010) "Chapter 15: Fitting GLD to data using GLDEX 1.0.4 in R" , Su (2015) "Flexible Parametric Quantile Regression Model" , Su (2021) "Flexible parametric accelerated failure time model".

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