gldRobMoments {fBasics}

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)

Arguments

lambda1

location parameter

lambda2

scale parameter

lambda3

first shape parameter

lambda4

second shape parameter

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.

Author(s)

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)