GLDEX (1.0.3.3)
Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Discretised and Maximum Likelihood Methods.
http://cran.r-project.org/web/packages/GLDEX
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 estimation. 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
License: GPL (>= 3)
Uses: cluster
Released over 3 years ago.