CRAN

GLDEX 2.0.0.5

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

Released Dec 26, 2016 by Steve Su

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and 11 out 73 tests failed. An older version of this package is more compatible with Renjin.

Dependencies

cluster 2.0.7-1

The fitting algorithms considered in this package have two major objectives. One is to provide a smoothing device to fit distributions to data using the weight and unweighted discretised approach based on the bin width of the histogram. The other is to provide a definitive fit to the data set using the maximum likelihood and quantile matching estimation. Other methods such as moment matching, starship method, L moment matching are also provided. Diagnostics on goodness of fit can be done via qqplots, KS-resample tests and comparing mean, variance, skewness and kurtosis of the data with the fitted distribution.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>GLDEX</artifactId>
    <version>2.0.0.5-b27</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:GLDEX')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

Fortran

View GitHub Mirror