Find the theoretical first four L moments of the generalised lambda distribution.
This function computes the first four L moments for both RS and FMKL generalised lambda distributions.
fun.lm.theo.gld(L1, L2, L3, L4, param)
L1 |
Lambda 1. Or c(Lambda 1,Lambda 2,Lambda 3,Lambda 4). |
L2 |
Lambda 2. |
L3 |
Lambda 3. |
L4 |
Lambda 4. |
param |
"rs" or "fmkl" or "fkml" |
A vector listing the first four L moments
Sometimes the theoretical moments may not exist, in those cases,
NA is returned.
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.
fun.lm.theo.gld(1, 2, 3, 4, "rs") fun.lm.theo.gld(1, 2, 3, 4, "fmkl")
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