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 types of the distribution, the FKML (Freimer et al 1988), RS (Ramberg and Schmeiser 1974), GPD (van Staden and Loots 2009) and FM5 - see documentation for details. 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 types), method of L-Moments for the GPD and FKML types, and a number of methods for only the FKML type. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, Trimmed L-Moments and Distributional Least Absolutes.
- Version2.6.6
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release10/23/2022
Documentation
Team
Robert King
Sigbert Klinke
Show author detailsRolesAuthorBenjamin Dean
Show author detailsRolesAuthorPaul van Staden
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Last 30 days
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Last 365 days
This package has been downloaded 500,631 times in the last 365 days. Half a million downloads! This work is now a household name in certain academic circles. The day with the most downloads was Jan 21, 2025 with 2,877 downloads.
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- Imports2 packages
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