GeneralizedLambda: The Generalized Lambda Distribution
Version 0.1-0

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.

Package details

AuthorJeong Kim <[email protected]>
Date of publication2016-10-30 12:42:28
MaintainerDavid Scott <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("GeneralizedLambda", repos="")

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GeneralizedLambda documentation built on May 31, 2017, 2:17 a.m.