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.
"Fitting Flexible Parametric Regression Models with GLDreg in R,"
Journal of Modern Applied Statistical Methods: Vol. 15
, Article 46.
Available at: http://digitalcommons.wayne.edu/jmasm/vol15/iss2/46