GLDEX: fun.nclass.e – R documentation

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fun.nclass.e

Estimates the number of classes or bins to smooth over in the discretised method of fitting generalised lambda distribution to data.

Description

Support function for discretised method of fitting distribution to data.

Usage

fun.nclass.e(x)

Arguments

`x`	Vector of data.

Details

This function calculates the mean and variance of the discretised data from 1 to the very last observation and chooses the best number of categories that represent the mean and variance of the actual data set through the criterion of squared deviations.

Value

A numerical value suggesting the best number of class that can be used to represent the mean and variane of the original data set.

Note

This is not designed to be called directly by end user.

Author(s)

Steve Su

Examples

fun.nclass.e(rnorm(100,3,2))

GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods

v2.0.0.7

GPL (>= 3)

Authors

Steve Su, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

Initial release

2020-02-04