[R] Generalized Lambda

Jan_Svatos@eurotel.cz Jan_Svatos at eurotel.cz
Mon Nov 12 10:17:17 CET 2001


Hi,
There is a

gld

package at CRAN,
described as "Basic functions for the generalised (Tukey) lambda
distribution "

May be it helps.
Jan

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/- Jan Svatos, PhD,         Sokolovska 855/225 -/
/- Data Analyst,            Prague 9           -/
/- Eurotel Praha            190 00             -/
/- jan_svatos at eurotel.cz    Czechia            -/
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- - - Original message: - - -
From: owner-r-help at stat.math.ethz.ch
Send: 11/8/01 5:49:41 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Generalized Lambda

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
there somewhere.


=========================================
Michaell Taylor, PhD
Senior Economist, Reis, New York, USA
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