gld.lmoments(pars,order=1:4,ratios=TRUE,type="GPD")
gld.lmoments
only supports
GPD
which uses van Staden and Loots (2009) (default).ratio
is true, the vector contains L-Moment ratios for orders 3 and over, otherwise all values are L-Moments.
In the limit, as the kurtosis parameter, $lambda$, goes
to zero, the distribution approaches the skew logistic distribution of
van Staden and King (2013). See the sld
package for this
distribution.
van Staden, Paul J. 2013 Modeling of generalized families of probability distribution in the quantile statistical universe. PhD thesis, University of Pretoria. http://hdl.handle.net/2263/40265
Quantile based Skew logistic distribution
http://tolstoy.newcastle.edu.au/rking/SLD/SLD.html
Generalised Lambda Distribution
sld
package
gld.lmoments(c(0,1,0.5,0.23))
gld.lmoments(c(0,1,0,0.23))
gld.lmoments(c(0,1,0.5,0.7))
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