Fitting GLD to Data Using GLDEX 1.0.4 in R

Authored by: Steve Su

Handbook of Fitting Statistical Distributions with R

Print publication date:  October  2010
Online publication date:  April  2016

Print ISBN: 9781584887119
eBook ISBN: 9781584887126
Adobe ISBN:

10.1201/b10159-19

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Abstract

The statistical software R available from http://www.r-project.org/ (R Development Core Team (2008)) is a freeware with many additional packages or add-ons written by users to extend the statistical capabilities of R. The GLDEX package (Su (2007b)) is one such package, primarily used to fit both RS and FMKL GLD distributions using a variety of methods. Currently, the following methods of fitting are available from GLDEX 1.0.4. 1

Discretized methods, weighted and unweighted (Su (2005), (2007a));

2

Method of moment matching (Karian and Dudewicz (2000));

3

L-moment matching (Karian and Dudewicz (2003), Asquith (2007), Karvanen and Nuutinen (2008));

4

Quantile matching (Su (2010));

5

Maximum likelihood estimation (Su (2007c), (2007a));

6

Starship method (King and MacGillivray (1999), King (2006)).

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