Fitting Flexible Parametric Regression Models with GLDreg in R

Authors

Steve Su, CovanceFollow

Abstract

This article outlines the functionality of the GLDreg package in R which fits parametric regression models using generalized lambda distributions via maximum likelihood estimation and L moment matching. The main advantage of GLDreg is the provision of robust regression lines and smooth regression quantiles beyond the capabilities of existing known methods.

DOI

10.22237/jmasm/1478004240