# gk: An R Package for the g-and-k and Generalised g-and-h Distributions

@article{Prangle2020gkAR, title={gk: An R Package for the g-and-k and Generalised g-and-h Distributions}, author={Dennis Prangle}, journal={R J.}, year={2020}, volume={12}, pages={7} }

The g-and-k and (generalised) g-and-h distributions are flexible univariate distributions which can model highly skewed or heavy tailed data through only four parameters: location and scale, and two shape parameters influencing the skewness and kurtosis. These distributions have the unusual property that they are defined through their quantile function (inverse cumulative distribution function) and their density is unavailable in closed form, which makes parameter inference complicated. This…

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