ABSTRACT
This chapter describes the different types of distribution within gamlss and link functions within gamlss. It shows how to visualize the different distributions and how to create a new distribution. The chapter is essential for understanding the different types of distributions in Generalized additive models for location scale and shape (GAMLSS) and especially the need for more complex distributions. Fitting a parametric distribution within the GAMLSS family can be achieved using the command gamlss where the argument family can take any gamlss.family distribution. To create a new gamlss.family distribution is relatively simple if the probability function of the distribution can be evaluated easily. Truncating existing gamlss.family distributions can be achieved using the package gamlss.tr. The function gen.trun() takes any gamlss.family distribution and generates the d, p, q, r and fitting functions for the specified truncated distribution.
