gld (2.4.1)

Estimation and Use of the Generalised (Tukey) Lambda Distribution.

http://tolstoy.newcastle.edu.au/~rking/publ/rprogs/information.html
http://cran.r-project.org/web/packages/gld

The generalised lambda distribution, or Tukey lambda distribution, provides a wide variety of shapes with one functional form. This package provides random numbers, quantiles, probabilities, densities and density quantiles for four different parameterisations of the distribution. It provides the density function, distribution function, and Quantile-Quantile plots. It implements a variety of estimation methods for the distribution, including diagnostic plots. Estimation methods include the starship (all 4 parameterisations) and a number of methods for only the FKML parameterisation. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, L-Moments, Trimmed L-Moments and Distributional Least Absolutes.

Maintainer: Robert King
Author(s): Robert King <Robert.King@newcastle.edu.au>, Benjamin Dean <Benjamin.Dean@uon.edu.au>, Sigbert Klinke

License: GPL (>= 2)

Uses: e1071, lmom
Reverse depends: PairedData
Reverse suggests: fitteR, glmx

Released over 3 years ago.