fBasics (version 4032.96)

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

a named numerical value. The name is one of MED, IQR, SKEW, or KURT, obtained by dropping the gld prefix from the name of the corresponding function.

Arguments

lambda1

location parameter

lambda2

scale parameter

lambda3

first shape parameter

lambda4

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)