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

Wed, Aug 31, 2011 10:57 AM

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


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