Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R
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 m...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2007-09-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v21/i09/paper |
| _version_ | 1818344157816553472 |
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| author | Steve Su |
| author_facet | Steve Su |
| author_sort | Steve Su |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-13T16:42:01Z |
| format | Article |
| id | doaj.art-683a5d83709e4ca6b6fefb39a18f1025 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-13T16:42:01Z |
| publishDate | 2007-09-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-683a5d83709e4ca6b6fefb39a18f10252022-12-21T23:38:16ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602007-09-01219Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in RSteve SuThis 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.http://www.jstatsoft.org/v21/i09/papergeneralized lambda distributionsmixturesmaximum likelihood estimationsmoothingR |
| spellingShingle | Steve Su Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R Journal of Statistical Software generalized lambda distributions mixtures maximum likelihood estimation smoothing R |
| title | Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R |
| title_full | Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R |
| title_fullStr | Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R |
| title_full_unstemmed | Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R |
| title_short | Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R |
| title_sort | fitting single and mixture of generalized lambda distributions to data via discretized and maximum likelihood methods gldex in r |
| topic | generalized lambda distributions mixtures maximum likelihood estimation smoothing R |
| url | http://www.jstatsoft.org/v21/i09/paper |
| work_keys_str_mv | AT stevesu fittingsingleandmixtureofgeneralizedlambdadistributionstodataviadiscretizedandmaximumlikelihoodmethodsgldexinr |