gld (2.5)

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 types of the distribution; see documentation for details. 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 types), method of L-Moments for the GPD and FKML types, and a number of methods for only the FKML parameterisation. These include maximum likelihood, maximum product of spacings, Titterington's method, 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, Paul van Staden

License: GPL (>= 2)

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

Released 9 months ago.