The generalised lambda distribution, or Tukey lambda distribution, provides a wide variety of shapes with one functional form. This package provides random numbers, quantiles, probabilities, densities and density quantiles for four different parameterisations of the distribution. It provides the density function, distribution function, and QuantileQuantile plots. It implements a variety of estimation methods for the distribution, including diagnostic plots. Estimation methods include the starship (all 4 parameterisations) and a number of methods for only the FKML parameterisation. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, LMoments, Trimmed LMoments and Distributional Least Absolutes.
Package details 


Author  Robert King <[email protected]>, Benjamin Dean <[email protected]>, Sigbert Klinke 
Maintainer  Robert King <[email protected]> 
License  GPL (>= 2) 
Version  2.4.1 
URL  http://tolstoy.newcastle.edu.au/~rking/publ/rprogs/information.html 
Package repository  View on CRAN 
Installation 
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