gld: Estimation and Use of the Generalised (Tukey) Lambda Distribution
Version 2.4.1

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.

Getting started

Package details

AuthorRobert King <[email protected]>, Benjamin Dean <[email protected]>, Sigbert Klinke
Date of publication2016-12-05 08:27:33
MaintainerRobert King <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gld documentation built on May 29, 2017, 10:43 p.m.