To fit, validate, diagnostic, and plot generalized gamma and log-gamma distributions.
Project description
GeneralizedLogGamma
Set of tools to fit generalized gamma (GG) and generalized log-gamma distribution (GLG). Some developed functions are:
- Density function of a generalized log-gamma distribution.
- Cumulative distribution function of a generalized log-gamma distribution.
- Quantile function of a generalized log-gamma distribution.
- Generate random values of a generalized log-gamma distribution.
- Entropy function of a generalized log-gamma distribution.
- Survival function of generalized gamma distribution.
- Hazard function of a generalized gamma distribution.
- Generate random values of K-th Order Statistics from a generalized log-gamma distribution.
- Log-likelihood of generalized log-gamma distribution
- Mean, median, mode, variance, coeficient of variation, skewness, kurtosis of generalized log-gamma distribution.
License
This project is licensed under the terms of the MIT license.
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