fBasics (version 4021.93)

gldRobMoments: Robust Moments for the GLD

Description

Computes the first four robust moments for the Generalized Lambda Distribution.

Usage

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)

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.

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.

Author

Diethelm Wuertz.

Examples

## 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)