Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Discretised and Maximum Likelihood 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 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
Reverse depends: GLDreg
Reverse suggests: fitteR

Released over 10 years ago.