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 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) 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.

Version: 2.2.1
Depends: stats
Suggests: graphics, lmom, e1071
Published: 2014-02-19
Author: Robert King, Ben 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_2.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: gld_2.2.1.tgz, r-oldrel: gld_2.2.1.tgz
OS X Mavericks binaries: r-release: gld_2.2.1.tgz
Old sources: gld archive

Reverse dependencies:

Reverse depends: PairedData
Reverse suggests: glmx