James Shaw
2011-Aug-31 17:57 UTC
[R] How to estimate shape parameters for generalized lambda distribution (GLD) in R
Is anyone aware of an R package that enables one to estimate the shape parameters (lambda3 and lambda4) for the generalized lambda distribution (GLD) based on known mean, variance, skewness, and kurtosis? I am aware of a package for generating data from a generalized lambda distribution. However, this entails knowledge of the four distribution (lambda) parameters. -- Jim Dr. James W. Shaw 134 East 56th Street Westmont, IL 60559 Home: 630-324-6375 Mobile: 215-852-3045