GLDEX: 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.
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