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gld

Estimation and Use of the Generalised (Tukey) Lambda Distribution

Installation

About

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, the FKML (Freimer et al 1988), RS (Ramberg and Schmeiser 1974), GPD (van Staden and Loots 2009) and FM5 - 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 type. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, Trimmed L-Moments and Distributional Least Absolutes.

github.com/newystats/gld/

Key Metrics

Version 2.6.6
Published 2022-10-23 522 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks gld results

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Maintainer

Maintainer

Robert King

Robert.King.Newcastle@gmail.com

Authors

Robert King

aut / cre

Benjamin Dean

aut

Sigbert Klinke

aut

Paul van Staden

aut

Material

NEWS
ChangeLog
Reference manual
Package source

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Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

gld archive

Imports

stats
graphics
e1071
lmom

Reverse Depends

PairedData

Reverse Imports

DescTools

Reverse Suggests

fitteR
glmx