gld v2.4.1

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by Robert King

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 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.

Functions in gld

Name Description
fit.fkml Estimate parameters of the FKML parameterisation of the generalised lambda distribution
plot.starship Plots to compare a fitted generalised lambda distribution to data
plotgl Plots of density and distribution function for the generalised lambda distribution
gld.lmoments Calculate L-Moments of the GPD type generalised lambda distribution for given parameter values
gld.moments Calculate moments of the FKML type of the generalised lambda distribution for given parameter values
qdgl-deprecated Deprecated function for density quantile function of gld. See qdgl instead
qqgl Quantile-Quantile plot against the generalised lambda distribution
fit.fkml.moments.val Method of moments estimation for the FKML type of the generalised lambda distribution using given moment values
print.starship Print (or summarise) the results of a starship estimation
gl.check.lambda Function to check the validity of parameters of the generalized lambda distribution
gld-Deprecated Deprecated functions
starship.adaptivegrid Carry out the ``starship'' estimation method for the generalised lambda distribution using a grid-based search
fit.gpd Estimate parameters of the GPD type generalised lambda distribution
GeneralisedLambdaDistribution The Generalised Lambda Distribution
starship.obj Objective function that is minimised in starship estimation method
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Details

Date 2016-11-30
License GPL (>= 2)
URL http://tolstoy.newcastle.edu.au/~rking/publ/rprogs/information.html
NeedsCompilation yes
Packaged 2016-11-30 00:51:35 UTC; robertking
Repository CRAN
Date/Publication 2016-12-05 08:27:33

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