GeneralizedLambda: The Generalized Lambda Distribution

An implementation of a number of versions (commonly wrongly called parameterisations) of the generalized lambda distribution. Functions are provided (or will be) for the density function, distribution function, quantile function and for random number generation. Code has been drawn from a number of existing packages and reformatted to agree with the style of the packages GeneralizedHyperbolic, NormalLaplace, VarianceGamma and SkewHyperbolic.

AuthorJeong Kim <jkim831@aucklanduni.ac.nz>
Date of publication2016-10-30 12:42:28
MaintainerDavid Scott <d.scott@auckland.ac.nz>
LicenseGPL (>= 2)
Version0.1-0

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Files in this package

GeneralizedLambda/DESCRIPTION
GeneralizedLambda/NAMESPACE
GeneralizedLambda/R
GeneralizedLambda/R/dgl.R GeneralizedLambda/R/glCheckPars.R GeneralizedLambda/R/pgl.R GeneralizedLambda/R/qgl.R GeneralizedLambda/R/rgl.R
GeneralizedLambda/build
GeneralizedLambda/build/partial.rdb
GeneralizedLambda/man
GeneralizedLambda/man/GeneralizedLambda-internal.Rd GeneralizedLambda/man/GeneralizedLambda-package.Rd GeneralizedLambda/man/GeneralizedLambda.Rd GeneralizedLambda/man/glCheckPars.Rd
GeneralizedLambda/src
GeneralizedLambda/src/gld.fm5.fx.c
GeneralizedLambda/src/gld.fmkl.fx.c
GeneralizedLambda/src/gld.rs.fx.c
GeneralizedLambda/src/gld.vsk.fx.c
GeneralizedLambda/tests
GeneralizedLambda/tests/glInversionTests.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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