Fitting single and mixture of generalized lambda distributions to data via discretized and maximum likelihood methods: GLDEX in R

Steve Su

    Research output: Contribution to journalArticle

    26 Citations (Scopus)

    Abstract

    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 mean, variance, skewness and kurtosis between the empirical data and the fitted distribution.
    Original languageEnglish
    Pages (from-to)1-17
    JournalJournal of Statistical Software
    Volume21
    Issue number9
    Publication statusPublished - 2007

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