[R] Generalized Lambda
michaell.taylor at reis.com
Thu Nov 8 03:11:23 CET 2001
Anyone know of a package for numerically estimating lambda(3) and lambda(4)
using location, position, skew and kurtosis estimates. I have a distribution
and would like to use the gld package to do some simulations of the
distribution, but need the lambda estimates to feed into gld.
I have a program in Maple, which I may convert to C code for use in R, but
before moving down that road I wanted to make sure there wasn't a package out
Michaell Taylor, PhD
Senior Economist, Reis, New York, USA
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