Package: GLDEX 2.0.0.9.3
GLDEX: Fitting Single and Mixture of Generalised Lambda Distributions
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>.
Authors:
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GLDEX.pdf |GLDEX.html✨
GLDEX/json (API)
# Install 'GLDEX' in R: |
install.packages('GLDEX', repos = c('https://allegropiano.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:57819c0530. Checks:OK: 7 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 11 2024 |
R-4.5-win-x86_64 | NOTE | Oct 11 2024 |
R-4.5-linux-x86_64 | NOTE | Oct 11 2024 |
R-4.4-win-x86_64 | OK | Oct 11 2024 |
R-4.4-mac-x86_64 | OK | Oct 11 2024 |
R-4.4-mac-aarch64 | OK | Oct 11 2024 |
R-4.3-win-x86_64 | OK | Oct 11 2024 |
R-4.3-mac-x86_64 | OK | Oct 11 2024 |
R-4.3-mac-aarch64 | OK | Oct 11 2024 |
Exports:C_check_gldC_dglC_mult_check_gldC_optim_fun3C_optim_fun3_vC_pglC_q_fmkl_gld_minmax_checkC_q_rs_gld_minmax_checkdgldigitsBasefun.auto.bimodal.mlfun.auto.bimodal.pmlfun.auto.bimodal.qsfun.auto.mm.fmklfun.auto.perc.rsfun.betafun.beta1fun.bimodal.fit.mlfun.bimodal.fit.pmlfun.bimodal.initfun.check.gldfun.check.gld.multifun.class.regime.bifun.comp.moments.mlfun.comp.moments.ml.2fun.data.fit.hsfun.data.fit.hs.nwfun.data.fit.lmfun.data.fit.mlfun.data.fit.mmfun.data.fit.qsfun.diag.ks.gfun.diag.ks.g.bimodalfun.diag1fun.diag2fun.disc.estimationfun.fit.gl.v.lmfun.fit.gl.v.lmafun.fit.gl.v2afun.fit.gl.v2a.nwfun.fit.gl.v2bfun.fit.gl.v2b.nwfun.fit.gl.v3fun.fit.gl.v3afun.fit.gl.v3mfun.fit.gl.v4fun.fit.gl.v4afun.fit.gl.v6fun.fit.gl.v6afun.fmklfun.fmkl.L30fun.fmkl.L40fun.fmkl.mm.minfun.fmkl.mm.solfun.fmkl.mm.sol.altfun.fmkl.nrfun.fmkl0fun.fmklafun.fmklbfun.gen.qrnfun.lambda.percentilefun.Lm.gt.2.fmklfun.Lm.gt.2.rsfun.lm.theo.gldfun.mApplyfun.minmax.check.gldfun.momentsfun.moments.bimodalfun.moments.rfun.nclass.efun.percentilefun.plot.fitfun.plot.fit.bmfun.plot.many.gldfun.rawmomentsfun.RMFMKL.hsfun.RMFMKL.hs.nwfun.RMFMKL.lmfun.RMFMKL.mlfun.RMFMKL.ml.mfun.RMFMKL.mmfun.RMFMKL.qsfun.RPRS.hsfun.RPRS.hs.nwfun.RPRS.lmfun.RPRS.mlfun.RPRS.ml.mfun.RPRS.mmfun.RPRS.qsfun.rs.nrfun.rs.perc.gradientfun.rs.perc.minfun.rs.perc.solfun.rs.perc.sol.altfun.rsbfun.simu.bimodalfun.theo.bi.mv.gldfun.theo.mv.gldfun.which.zerofun.zero.omitgl.check.lambda.altgl.check.lambda.alt1histsuis.infis.notinfks.gofkurtosisLcoefsLmomcovLmomcov_calcLmomentsLmoments_calcoptim.fun.bi.finaloptim.fun.lmoptim.fun.qsoptim.fun2optim.fun2.nwoptim.fun3optim.fun3.Coptim.fun3.C.moptim.fun4optim.fun5optim.fun6optim.fun7pglpretty.suqdglqglqqplot.gldqqplot.gld.biQUnifrglsHaltonskewnessstarshipstarship.adaptivegridstarship.objt1lmomentswhich.na
Dependencies:clusterRcppspacefillr