gld: 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.

Version: 2.5
Imports: stats, graphics, e1071, lmom
Published: 2019-07-04
Author: Robert King, Benjamin Dean, Sigbert Klinke, Paul van Staden
Maintainer: Robert King <Robert.King at newcastle.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://tolstoy.newcastle.edu.au/~rking/publ/rprogs/information.html
NeedsCompilation: yes
Materials: NEWS ChangeLog
In views: Distributions
CRAN checks: gld results

Downloads:

Reference manual: gld.pdf
Package source: gld_2.5.tar.gz
Windows binaries: r-devel: gld_2.5.zip, r-release: gld_2.5.zip, r-oldrel: gld_2.5.zip
OS X binaries: r-release: gld_2.5.tgz, r-oldrel: gld_2.5.tgz
Old sources: gld archive

Reverse dependencies:

Reverse depends: PairedData
Reverse suggests: fitteR, glmx

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