R package for the generalised lambda distribution
This package provides a number of functions in R for the generalised lambda distribution. These are:
- rgl Random numbers
- qgl Quantiles
- pgl Probabilities - since F(x) doesn't exist in
closed form for the gld, these are calculated by numerically solving
the distribution function (i.e. inverting the quantile function)
- dqgl the density quantile function f(Q(u)) exists in closed form.
This function provides it.
- dgl the density function is then provided by using dqgl together
- plotgld Plots density functions for the gld, making use of dqgl.
- plotglc Plots distribution functions (a.k.a. cumulative
probability functions) for the gld
- qqgl Q-Q plots for the gld.
- starship Estimate the gld using
method of King & MacGillivray (1999). There are also diagnostic plots for the fits.
The package works for three parametersations, including the FMKL and the RS, but the default is the
Freimer, Mudholkar, Kollia and Lin (FMKL) parameterisation, which is
Download the package from
or email me if you have problems at CRAN.
The package is based on my previously released C
code for starship estimation and includes a number of improvements on
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