Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods.

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.

Maintainer: Steve Su
Author(s): Steve Su, Diethelm Wuertz and Rmetrics core team members for low discrepancy algorithm, Robert King for gld C codes, Benjamin Dean for corrections and input in ks.gof code

License: GPL (>= 3)

Uses: cluster
Reverse depends: GLDreg

Released almost 5 years ago.