gld: Estimation and Use of the Generalised (Tukey) Lambda Distribution

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 Quantile-Quantile 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, L-Moments, Trimmed L-Moments and Distributional Least Absolutes.

Author
Robert King <Robert.King@newcastle.edu.au>, Benjamin Dean <Benjamin.Dean@uon.edu.au>, Sigbert Klinke
Date of publication
2016-12-05 08:27:33
Maintainer
Robert King <Robert.King@newcastle.edu.au>
License
GPL (>= 2)
Version
2.4.1
URLs

View on CRAN

Man pages

fit.fkml
Estimate parameters of the FKML parameterisation of the...
fit.fkml.moments.val
Method of moments estimation for the FKML type of the...
fit.gpd
Estimate parameters of the GPD type generalised lambda...
GeneralisedLambdaDistribution
The Generalised Lambda Distribution
gl.check.lambda
Function to check the validity of parameters of the...
gld-Deprecated
Deprecated functions
gld.lmoments
Calculate L-Moments of the GPD type generalised lambda...
gld.moments
Calculate moments of the FKML type of the generalised lambda...
plotgl
Plots of density and distribution function for the...
plot.starship
Plots to compare a fitted generalised lambda distribution to...
qdgl-deprecated
Deprecated function for density quantile function of gld. See...
qqgl
Quantile-Quantile plot against the generalised lambda...
starship
Carry out the "starship" estimation method for the...
starship.adaptivegrid
Carry out the "starship" estimation method for the...
StarshipClassDocs
Print (or summarise) the results of a starship estimation
starship.obj
Objective function that is minimised in starship estimation...

Files in this package

gld
gld/TODO
gld/src
gld/src/gld.vsk.fx.c
gld/src/fit_fkml.c
gld/src/gld.rs.fx.c
gld/src/gld.fm5.fx.c
gld/src/gld.fmkl.fx.c
gld/NAMESPACE
gld/NEWS
gld/Changelog
gld/R
gld/R/plotgl.R
gld/R/fxgld.R
gld/R/lmoment.R
gld/R/fit.fkml.R
gld/R/qfgld.R
gld/R/starship.R
gld/R/CheckParameters.R
gld/R/methods.R
gld/R/moment.R
gld/R/qqgl.R
gld/R/e1071wrap.R
gld/R/fit.gpd.R
gld/R/rgld.R
gld/MD5
gld/DESCRIPTION
gld/man
gld/man/fit.fkml.Rd
gld/man/fit.fkml.moments.val.Rd
gld/man/gl.check.lambda.Rd
gld/man/qqgl.Rd
gld/man/starship.obj.Rd
gld/man/GeneralisedLambdaDistribution.Rd
gld/man/plotgl.Rd
gld/man/gld.moments.Rd
gld/man/qdgl-deprecated.Rd
gld/man/gld.lmoments.Rd
gld/man/gld-Deprecated.Rd
gld/man/fit.gpd.Rd
gld/man/starship.adaptivegrid.Rd
gld/man/starship.Rd
gld/man/plot.starship.Rd
gld/man/StarshipClassDocs.Rd