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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.

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8.24 score 2 stars 138 dependents 25 scripts 56k downloads

skewt - The Skewed Student-t Distribution

Density, distribution function, quantile function and random generation for the skewed t distribution of Fernandez and Steel.

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4.12 score 1 stars 3 dependents 21 scripts 7.0k downloads

sld - Estimation and Use of the Quantile-Based Skew Logistic Distribution

The skew logistic distribution is a quantile-defined generalisation of the logistic distribution (van Staden and King 2015). Provides random numbers, quantiles, probabilities, densities and density quantiles for the distribution. It provides Quantile-Quantile plots and method of L-Moments estimation (including asymptotic standard errors) for the distribution.

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3.77 score 1 dependents 13 scripts 309 downloads