gld v2.4.1

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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 No Results!