Fit data using L moment matching estimation for RS and FMKL GLD
This function fits generalised lambda distributions to data using L moment matching method
fun.data.fit.lm(data, rs.leap = 3, fmkl.leap = 3, rs.init = c(-1.5, 1.5), fmkl.init = c(-0.25, 1.5), FUN = "runif.sobol", no = 10000)
data |
Dataset to be fitted. |
rs.leap |
Scrambling (0,1,2,3) for the sobol sequence for the RPRS
distribution fit. See scrambling/leap argument for |
fmkl.leap |
Scrambling (0,1,2,3) for the sobol sequence for the RMFMKL
distribution fit. See scrambling/leap argument for |
rs.init |
Inititial values (lambda3 and lambda4) for the RS generalised lambda distribution. |
fmkl.init |
Inititial values (lambda3 and lambda4) for the FMKL generalised lambda distribution. |
FUN |
A character string of either |
no |
Number of initial random values to find the best initial values for optimisation. |
This function consolidates fun.RPRS.lm and
fun.RMFMKL.lm and gives all the fits in
one output.
A matrix showing the parameters of RS and FMKL generalised lambda distributions.
Steve Su
Asquith, W. (2007). "L-moments and TL-moments of the generalized lambda distribution." Computational Statistics and Data Analysis 51(9): 4484-4496.
Karvanen, J. and A. Nuutinen (2008). "Characterizing the generalized lambda distribution by L-moments." Computational Statistics and Data Analysis 52(4): 1971-1983.
## Fitting normal(3,2) distriution using the default setting # junk<-rnorm(50,3,2) # fun.data.fit.lm(junk)
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