Generalize Lambda Distribution and Generalized Bootstrapping
Compute Average Run Length
Fit Extended Generalized Lambda Distribution (EGLD/GBD)
Fitting a Ramberg-Schmeiser-Tukey (RST) lambda distribution
Estimate Asymptotic Joint Distribution of EWMA variables
Generalized bootstrapping
Basic functions for RS-GLD
Basic functions for RS-GLD
OFC data
A collection of algorithms and functions for fitting data to a generalized lambda distribution via moment matching methods, and generalized bootstrapping.