R package gld: 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.
Keywords for this software
References in zbMATH (referenced in 1 article )
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- Karvanen, Juha; Nuutinen, Arto: Characterizing the generalized lambda distribution by L-moments (2008)