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\name{gldRobMoments}
\alias{gldRobMoments}
\alias{gldMED}
\alias{gldIQR}
\alias{gldSKEW}
\alias{gldKURT}
\title{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{
\item{lambda1, lambda2, lambda3, lambda4}{
are numeric values where
\code{lambda1} is the location parameter,
\code{lambda2} is the location parameter,
\code{lambda3} is the first shape parameter, and
\code{lambda4} is the second shape parameter.
}
}
\value{
All values for the \code{*gld} functions are numeric vectors:
\code{d*} returns the density,
\code{p*} returns the distribution function,
\code{q*} returns the quantile function, and
\code{r*} generates random deviates.
All values have attributes named \code{"param"} listing
the values of the distributional parameters.
}
%\references{
% go here ...
%}
\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)
}
\keyword{distribution}
|
