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 types of the distribution, the FKML (Freimer et al 1988), RS (Ramberg and Schmeiser 1974), GPD (van Staden and Loots 2009) and FM5  see documentation for details. 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 types), method of LMoments for the GPD and FKML types, and a number of methods for only the FKML type. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, Trimmed LMoments and Distributional Least Absolutes.
Package details 


Author  Robert King <Robert.King@newcastle.edu.au>, Benjamin Dean <Benjamin.Dean@uon.edu.au>, Sigbert Klinke, Paul van Staden 
Maintainer  Robert King <Robert.King@newcastle.edu.au> 
License  GPL (>= 2) 
Version  2.6.2 
URL  http://tolstoy.newcastle.edu.au/~rking/publ/rprogs/information.html 
Package repository  View on CRAN 
Installation 
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