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

View on R-Forge

Functions

dgl Man page
dqgl Man page
GeneralizedLambda Man page
GeneralizedLambdaDistribution Man page
GeneralizedLambda-package Man page
glCheckPars Man page
glCheckParsAS Man page
glCheckParsErrorMessage Man page
glCheckParsFMKL Man page
glCheckParsFMKL5 Man page
glCheckParsRS Man page
glCheckParsVSK Man page
gl_fm5_distfunc Man page
gl_fmkl_distfunc Man page
gl_rs_distfunc Man page
gl_vsk_distfunc Man page
pgl Man page
qgl Man page
rgl Man page

Files

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.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.