R: Generalized Lambda Distribution

gld {fBasics}

R Documentation

Generalized Lambda Distribution

Description

Density, distribution function, quantile function and random generation for the generalized lambda distribution.

Usage

dgld(x, lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8, log = FALSE)
pgld(q, lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
qgld(p, lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
rgld(n, lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)

Arguments

`lambda1, lambda2, lambda3, lambda4`	are numeric values where `lambda1` is the location parameter, `lambda2` is the location parameter, `lambda3` is the first shape parameter, and `lambda4` is the second shape parameter.
`n`	number of observations.
`p`	a numeric vector of probabilities.
`x, q`	a numeric vector of quantiles.
`log`	a logical, if TRUE, probabilities `p` are given as `log(p)`.

Value

All values for the *gld functions are numeric vectors: d* returns the density, p* returns the distribution function, q* returns the quantile function, and r* generates random deviates.

All values have attributes named "param" listing the values of the distributional parameters.

Author(s)

Chong Gu for code implemented from R's contributed package gld.

Examples

   
## rgld -
   set.seed(1953)
   r = rgld(500, 
     lambda1=0, lambda2=-1, lambda3=-1/8, lambda4=-1/8)
   plot(r, type = "l", col = "steelblue",
     main = "gld: lambda1=0 lambda2=-1 lambda3/4=-1/8")
 
## dgld - 
   # Plot empirical density and compare with true density:
   hist(r, n = 25, probability = TRUE, border = "white", 
     col = "steelblue")
   x = seq(-5, 5, 0.25)
   lines(x, dgld(x, 
     lambda1=0, lambda2=-1, lambda3=-1/8, lambda4=-1/8))
 
## pgld -  
   # Plot df and compare with true df:
   plot(sort(r), ((1:500)-0.5)/500, main = "Probability", 
     col = "steelblue")
   lines(x, pgld(x, 
     lambda1=0, lambda2=-1, lambda3=-1/8, lambda4=-1/8))
   
## qgld -
   # Compute Quantiles:
   qgld(pgld(seq(-5, 5, 1), 
     lambda1=0, lambda2=-1, lambda3=-1/8, lambda4=-1/8), 
     lambda1=0, lambda2=-1, lambda3=-1/8, lambda4=-1/8)

[Package fBasics version 2160.81 Index]