gld (2.5)

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

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 <>, Benjamin Dean <>, Sigbert Klinke, Paul van Staden

License: GPL (>= 2)

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

Released 9 months ago.