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

Steve Su

Journal of Statistical Software, 2007, vol. 021, issue i09

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.

Date: 2007-10-16
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:021:i09

DOI: 10.18637/jss.v021.i09

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