GLDEX

2.0.0.9.4

Fitting Single and Mixture of Generalised Lambda Distributions

4packages depend

5.4Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Steve SuFirst published 2022-05-1216 releasesCRAN page ↗

The fitting algorithms considered in this package have two major objectives. One is to provide a smoothing device to fit distributions to data using the weight and unweighted discretised approach based on the bin width of the histogram. The other is to provide a definitive fit to the data set using the maximum likelihood and quantile matching estimation. Other methods such as moment matching, starship method, L moment matching are also provided. Diagnostics on goodness of fit can be done via qqplots, KS-resample tests and comparing mean, variance, skewness and kurtosis of the data with the fitted distribution. References include the following: Karvanen and Nuutinen (2008) "Characterizing the generalized lambda distribution by L-moments" doi:10.1016/j.csda.2007.06.021, King and MacGillivray (1999) "A starship method for fitting the generalised lambda distributions" doi:10.1111/1467-842X.00089, Su (2005) "A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data" doi:10.22237/jmasm/1130803560, Su (2007) "Nmerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions" doi:10.1016/j.csda.2006.06.008, Su (2007) "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R" doi:10.18637/jss.v021.i09, Su (2009) "Confidence Intervals for Quantiles Using Generalized Lambda Distributions" doi:10.1016/j.csda.2009.02.014, Su (2010) "Chapter 14: Fitting GLDs and Mixture of GLDs to Data using Quantile Matching Method" doi:10.1201/b10159, Su (2010) "Chapter 15: Fitting GLD to data using GLDEX 1.0.4 in R" doi:10.1201/b10159, Su (2015) "Flexible Parametric Quantile Regression Model" doi:10.1007/s11222-014-9457-1, Su (2021) "Flexible parametric accelerated failure time model"doi:10.1080/10543406.2021.1934854.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("GLDEX", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gldex

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-GLDEX

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-GLDEX

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.0 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 38%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 60%

Downloads

5.4K

CRAN downloads in the past year

Rank #9,193 · ~15/day · ~454/mo

Releases R versions

Daily download trend is not available in this view yet.

35930 days

1.2K90 days

5.4K1 year

Compare downloads with other packages →

Also on450 r2u29 autocran70 c2d4u

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (5)

clustergrDevicesgraphicsstatsspacefillr

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

4direct

0indirect

GLDreg GenHMM1d modgo fitteR

Code & Tests

Code Composition

Rd 4,824 (51%)R 3,688 (39%)C 977 (10%)

Code characteristics

Cyclomatic complexity: 2.0 median / 28 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

162 0 exported

Complexity

3.5 avg / 28 max

Call network

162 nodes / 263 edges

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (6)

Maintainer (1)

Steve Su

Author, Maintainer, Copyright holder

Authors (5)

Steve Su

Author, Maintainer, Copyright holder

R Core Team

Author · added in 2.0.0.8

Juha Karvanen

Author · added in 2.0.0.8

Robert King

Author · added in 2.0.0.8

Martin Maechler

Author

Contributors (1)

Benjamin Dean

Contributor · added in 2.0.0.8

Steve Su

Author, Maintainer, Copyright holder

Listed in earlier versions (8)

with contributions from: Diethelm Wuertz