[R] about parameter fitting of Gld(Generalized Lambda Distribution)

Jean Sun comm at 263.net
Fri Oct 17 18:09:08 CEST 2003


Currently, I am intrested in parameter fitting of "Generalized Lambda Distribution".And I have found two packages in R related to Gld,Davies and gld. What's a pity that no method in Davies deals with fitting of gld,and "starship" used in package:gld is quite time-consuming when sample size is large.

So i wonder if there is "method of moments" or "least square" implementation available at now.

or

if u know the "method of moments"(or moment matching), i think u must know how to solve a optimization problem of two parameters,involing multiple "beta" functions.plz give me some hints. Thanks in advance.

Regards,
Jean Sun




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