Package: gld 2.6.6

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.

Authors:Robert King [aut, cre], Benjamin Dean [aut], Sigbert Klinke [aut], Paul van Staden [aut]

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NEWS

# Install 'gld' in R:
install.packages('gld', repos = c('https://newystats.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/newystats/gld/issues

On CRAN:

6.81 score 2 stars 101 packages 24 scripts 45k downloads 24 exports 5 dependencies

Last updated 2 years agofrom:e427bc2cc5. Checks:OK: 4 NOTE: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
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R-4.3-win-x86_64OKNov 04 2024
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Exports:BetaLambdaLambdadgldqglfit.fkmlfit.fkml.momentsfit.fkml.moments.valfit.gpdfit.gpd.lmomfit.gpd.lmom.givengl.check.lambdagld.lmomentsgld.momentspglplotglcplotgldprint.starshipqdglqglqqglrglstarshipstarship.adaptivegridstarship.objsummary.starship

Dependencies:classe1071lmomMASSproxy

Readme and manuals

Help Manual

Help pageTopics
Calculates Beta function for two identical parameters, allowing non-integer negative valuesBetaLambdaLambda
Estimate parameters of the FKML parameterisation of the generalised lambda distributionfit.fkml
Method of moments estimation for the FKML type of the generalised lambda distributionfit.fkml.moments fit.fkml.moments.val
Estimate parameters of the GPD type generalised lambda distributionfit.gpd fit.gpd.lmom fit.gpd.lmom.given
The Generalised Lambda Distributiondgl dqgl GeneralisedLambdaDistribution GeneralizedLambdaDistribution gld pgl qgl rgl
Function to check the validity of parameters of the generalized lambda distributiongl.check.lambda
Deprecated functionsgld-Deprecated
Calculate L-Moments of the GPD type generalised lambda distribution for given parameter valuesgld.lmoments
Calculate moments of the FKML type of the generalised lambda distribution for given parameter valuesgld.moments
Plots to compare a fitted generalised lambda distribution to dataplot.starship
Plots of density and distribution function for the generalised lambda distributionplotgl plotglc plotgld
Print (or summarise) the results of a starship estimationprint.starship summary.starship
Deprecated function for density quantile function of gld. See qdgl insteadqdgl qdgl-deprecated
Quantile-Quantile plot against the generalised lambda distributionqqgl
Carry out the ``starship'' estimation method for the generalised lambda distributionstarship
Carry out the ``starship'' estimation method for the generalised lambda distribution using a grid-based searchstarship.adaptivegrid
Objective function that is minimised in starship estimation methodstarship.obj