degld {gb} | R Documentation |
To compute the density, distribution, quantile, and to generate random sample for RS-GLD.
## Default S3 method: degld(x,lambda) pegld(x,lambda) qegld(p,lambda) regld(n,lambda)
x |
a numeric value or a vector. |
p |
a probability or a vector of probabilities. |
n |
sample size. |
lambda |
a vector of four parameters for RS-GLD. |
B. Wang bwang@jaguar1.usouthal.edu
Karian, Z.A., Dudewicz, E.J., 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, Comm. in Statist.- Simul. \& Comput. 25(3), 611-642.
Karian, Z.A., Dudewicz, E.J., 2000. Fitting Statistical Distributions: The Generalized Lambda Distribution and Generalized Bootstrap Methods, Chapman and Hall/CRC.
fit.egld
,
qrsgld
,prsgld
,
rrsgld
,drsgld
.
lambdas = c(2,4,3,4) shape=3;scale=4 x0 = rbeta(5,shape,scale) x1 = x0*lambdas[2]+lambdas[1] qegld(c(0,.1,.5,.7,1),lambdas) qbeta(c(0,.1,.5,.7,1),shape,scale)*lambdas[2]+lambdas[1] pegld(x1,lambdas) pbeta(x0,shape,scale) degld(x1,lambdas) dbeta(x0,shape,scale)/lambdas[2] x0 = sort(rbeta(1000,shape,scale)) y = x0*lambdas[2]+lambdas[1] plot(dbeta(x0,shape,scale)/lambdas[2]~y,type='l') lines(degld(y,lambdas)~y,lty=2,col=2) lines(density(y),col=4,lty=3)