[R] How to estimate shape parameters for generalized lambda distribution (GLD) in R

James Shaw shawjw at gmail.com
Wed Aug 31 19:57:41 CEST 2011


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



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