GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions

CRAN Package

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" doi:10.1016/j.csda.2007.06.021, King and MacGillivray (1999) "A starship method for fitting the generalised lambda distributions" doi:10.1111/1467-842X.00089, Su (2005) "A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data" doi:10.22237/jmasm/1130803560, Su (2007) "Nmerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions" doi:10.1016/j.csda.2006.06.008, Su (2007) "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R" doi:10.18637/jss.v021.i09, Su (2009) "Confidence Intervals for Quantiles Using Generalized Lambda Distributions" doi:10.1016/j.csda.2009.02.014, Su (2010) "Chapter 14: Fitting GLDs and Mixture of GLDs to Data using Quantile Matching Method" doi:10.1201/b10159, Su (2010) "Chapter 15: Fitting GLD to data using GLDEX 1.0.4 in R" doi:10.1201/b10159, Su (2015) "Flexible Parametric Quantile Regression Model" doi:10.1007/s11222-014-9457-1, Su (2021) "Flexible parametric accelerated failure time model"doi:10.1080/10543406.2021.1934854.


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Last 30 days

This package has been downloaded 439 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 17 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,274 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Sep 11, 2024 with 44 downloads.

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Dependencies

  • Depends2 packages
  • Reverse Depends1 package
  • Reverse Imports1 package
  • Reverse Suggests1 package