Description Details Author(s) References See Also Examples
This package provides functions for multiple 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.
Functions dgl
, pgl
, qgl
, rgl
provide the
density function, distribution function, quantile function and random
number generation for different versions of the generalized lambda
distribution.
glCheckPars
check whether supplied parameters represent a valid
instance of the generalized lambda distribution.
Jeong Kim <jkim831@aucklanduni.ac.nz>
Maintainer: David Scott <d.scott@auckland.ac.nz>
Freimer, M., Mudholkar, G. S., Kollia, G. & Lin, C. T. (1988), A study of the generalized Tukey lambda family, Communications in Statistics - Theory and Methods 17,3547–3567.
Gilchrist, Warren G. (2000) Modelling with Quantile Functions, Chapman \& Hall/CRC, London.
Karian, Zaven A. and Dudewicz, Edward J. (2000), Fitting statistical distributions: the Generalized Lambda Distribution and Generalized Bootstrap methods, Chapman & Hall, London.
Karian, Z.E., Dudewicz, E.J., and McDonald, P. (1996), The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “Final Word” on Moment fits, Communications in Statistics - Simulation and Computation 25, 611–642.
Ramberg, J. S. & Schmeiser, B. W. (1974), An approximate method for generating asymmetric random variables, Communications of the ACM 17, 78–82.
Van Staden, Paul J., & M.T. Loots. (2009), Method of L-moment Estimation for the Generalized Lambda Distribution. In Proceedings of the Third Annual ASEARC Conference. Callaghan, NSW 2308 Australia: School of Mathematical and Physical Sciences, University of Newcastle.
GeneralizedLambdaDistribution
,
GLDEX.package
, gldist-package
,
and gld
for other implementations of the
generalized lambda distribution.
GeneralizedLambda
for a description of the different
generalized lambda distribution versions.
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