R package for the generalised lambda distribution

This package implements the basic distribution functions in R for the generalised lambda distribution. These are:

• rgl Random numbers
• qgl Quantiles
• pgl Probabilities - since F(x) doesn't exits in closed form for the gld, these are calculated by numerically solving the quantile function
• dgl density - same story as the probabilities.
• qdgl quantile density is also provided - 1. because its used to calculate the densities above, and because it might be required on its own.
• plotgld Plots density functions for the gld
• 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 the starship method of King & MacGillivray (1999)

The package works for both parametersations, but the default is the Freimer, Mudholkar, Kollia and Lin (FMKL) parameterisation, which is strongly recommended.

Download the package from CRAN 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 that implementation.

back to the software list

Robert King's page	Statistics	Mathematical and Physical Sciences	University of Newcastle