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.
Changelog
back to the software list
File "rking/publ/rprogs/information.html" last updated 06:29:45 AM, Wed May 03, 2006
comments to: robert.king@newcastle.edu.au