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gld (version 2.4.1)

Estimation and Use of the Generalised (Tukey) Lambda Distribution

Description

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.

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Version

Install

install.packages('gld')

Monthly Downloads

41,584

Version

2.4.1

License

GPL (>= 2)

Maintainer

Robert King

Last Published

December 5th, 2016

Functions in gld (2.4.1)

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