Checks whether the parameters provided constitute a valid generalised lambda distribution.
An alternative to the gl.check.lambda function in gld package.
gl.check.lambda.alt(l1, l2, l3, l4, param = "fmkl")
l1 |
Lambda 1. |
l2 |
Lambda 2. |
l3 |
Lambda 3. |
l4 |
Lambda 4. |
param |
|
This version differs from gl.check.lambda in gld library.
A logical value, TRUE or FALSE. TRUE indicates the
parameters given is a valid probability distribution.
Steve Su
Freimer, M., Mudholkar, G. S., Kollia, G. & Lin, C. T. (1988), A study of the generalized tukey lambda family, Communications in Statistics - Theory and Methods *17*, 3547-3567.
Karian, Z.E., Dudewicz, E.J., and McDonald, P. (1996), The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “Final Word” on Moment fits, Communications in Statistics - Simulation and Computation *25*, 611-642.
Ramberg, J. S. & Schmeiser, B. W. (1974), An approximate method for generating asymmetric random variables, Communications of the ACM *17*, 78-82.
gl.check.lambda.alt(0,1,.23,4.5,param="fmkl") ## TRUE gl.check.lambda.alt(0,-1,.23,4.5,param="fmkl") ## FALSE gl.check.lambda.alt(0,1,0.5,-0.5,param="rs") ## FALSE
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