Estimation and Use of the Generalised (Tukey) Lambda Distribution
Calculates Beta function for two identical parameters, allowing non-in...
Method of moments estimation for the FKML type of the generalised lamb...
Estimate parameters of the FKML parameterisation of the generalised la...
Estimate parameters of the GPD type generalised lambda distribution
The Generalised Lambda Distribution
Function to check the validity of parameters of the generalized lambda...
Deprecated functions
Calculate L-Moments of the GPD type generalised lambda distribution fo...
Calculate moments of the FKML type of the generalised lambda distribut...
Plots to compare a fitted generalised lambda distribution to data
Plots of density and distribution function for the generalised lambda ...
Deprecated function for density quantile function of gld. See qdgl ins...
Quantile-Quantile plot against the generalised lambda distribution
Carry out the ``starship'' estimation method for the generalised lambd...
Objective function that is minimised in starship estimation method
Carry out the ``starship'' estimation method for the generalised lambd...
Print (or summarise) the results of a starship estimation
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.