The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes, including fattailed and asymmetric distributions. This package implements a more intuitive parameterization of the GLD that expresses the location and scale parameters directly as the median and interquartile range of the distribution. The remaining two shape parameters characterize the asymmetry and steepness of the distribution respectively. The fitting of the GLD to empirical data can be reduced to a twoparameter estimation problem where the location and scale parameters are estimated by their robust sample estimators. Moreover, the parameterization can be used to compare data sets in a convenient asymmetry and steepness shape plot. The underline C routines are written such that compilers that support vectorized mathematical operations can automatically vectorize the most time consuming loops (tested with icc 12.1.0). The package includes the usual distribution functions, fitting routines and a shape plot function.
Package details 


Author  Yohan Chalabi and Diethelm Wuertz 
Date of publication  20140422 13:35:14 
Maintainer  Yohan Chalabi <[email protected]> 
License  GPL2  GPL3 
Version  2160.2 
Package repository  View on RForge 
Installation 
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