gld: Estimation and use of the generalised (Tukey) lambda
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 for four
different parameterisations of the distribution.
It provides density function, distribution function and Quantile-Quantile plots.
It implements a variety of estimation method for the distribution, including
Estimation methods include the starship (all 4 parameterisations) and a number of methods
for only the FKML parameterisation. These include maximum likelihood, maximum product
of spacings, Titterington's method, L moments, Trimmed L moments and
Distributional Least Absolutes.