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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, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

License: GPL (>= 3)

Uses: cluster
Reverse depends: GLDreg
Reverse suggests: fitteR

Released 22 days ago.

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Related packages: AdMit, bayesm, e1071,, GSM, mclust, mixtools, nor1mix, movMF, bmixture, circular, amap, bayesmix, biclust, cba, cclust, CHsharp, clue, cluster, clusterfly(20 best matches, based on common tags.)

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