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 parameterisations of the distribution. 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 parameterisations), method of L-Moments for the GLD GPD type and a number of methods for only the FKML parameterisation. These include maximum likelihood, maximum product of spacings, Titterington's method, Moments, L-Moments, Trimmed L-Moments and Distributional Least Absolutes.

Version: 2.4
Imports: stats, graphics, e1071, lmom
Published: 2016-09-18
Author: Robert King, Benjamin Dean, Sigbert Klinke
Maintainer: Robert King <Robert.King at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS ChangeLog
In views: Distributions
CRAN checks: gld results


Reference manual: gld.pdf
Package source: gld_2.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: gld_2.4.tgz, r-oldrel: gld_2.4.tgz
Old sources: gld archive

Reverse dependencies:

Reverse depends: PairedData
Reverse suggests: glmx


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