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.

Author
Jeong Kim <jkim831@aucklanduni.ac.nz>
Date of publication
2016-10-30 12:42:28
Maintainer
David Scott <d.scott@auckland.ac.nz>
License
GPL (>= 2)
Version
0.1-0

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Man pages

GeneralizedLambda
The Generalized Lambda Distribution
GeneralizedLambda-internal
Internal Generalized Lambda Functions
GeneralizedLambda-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("GeneralizedLambda")}
glCheckPars
Function to check the validity of parameters of the...

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