Robust Moments for the GLD
Computes the first four robust moments for the Generalized Lambda Distribution.
gldMED(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) gldIQR(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) gldSKEW(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) gldKURT(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
lambda1, lambda2, lambda3, lambda4 |
are numeric values where
|
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.
Diethelm Wuertz.
## gldMED - # Median: gldMED(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) ## gldIQR - # Inter-quartile Range: gldIQR(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) ## gldSKEW - # Robust Skewness: gldSKEW(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8) ## gldKURT - # Robust Kurtosis: gldKURT(lambda1 = 0, lambda2 = -1, lambda3 = -1/8, lambda4 = -1/8)
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