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 | |
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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 |
| imports | e1071 , graphics , lmom , stats |
| Contributors | Robert King, Benjamin Dean, Sigbert Klinke |
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