Gld {Davies} | R Documentation |
Density, distribution function, quantile function and random generation for the Generalized Lambda Distribution
dgld(x, params) dgld.p(x, params) pgld(q, params) qgld(p, params) rgld(n, params)
x,q |
vector of quantiles |
p |
vector of probabilities |
n |
In function rgld() , the number of observations. If length(n)> 1 , the
length is taken to be the number required |
params |
vector of parameters: params[1]==lambda1 et seq |
The Generalized Lambda distribution has quantile function
f(x)=lambda1 +(p^lambda3 - (1-p)^lambda_4)/lambda_2
dgld
gives the density,
dgld.p
gives the density in terms of the quantile,
pgld
gives the distribution function,
qgld
gives the quantile function, and
rgld
generates random deviates.
params <- c(4.114,0.1333,0.0193,0.1588) #taken straight from some paper gld.rv <- rgld(100,params) hist(gld.rv) fit.davies.q(gld.rv) #remember the Davies distn has 3 DF and the GLD 4...