[R] Generalized Lambda

Michaell Taylor michaell.taylor at reis.com
Thu Nov 8 03:11:23 CET 2001

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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