Ivan Svetunkov

4. Non-central Chi-Squared distribution

5. Log-normal distribution

(1) and (5) are done.

(2) is too difficult to estimate. So probably leave it for a while...

(2) is not doable, because it's not possible to parametrise it using mean and sd. So tough luck...

Logit and probit are now implemented in alm() as well

Just for fun: 6. Log Laplace, 7. Log Logistic, 8. Log S, 9. Asymmetric Laplace, 10. Student, And even more: 11. Poisson, 12. Negative binomial,

(11) and (12) are done in 2e1a8d8a24d482d39f155ad6210ff9adf87e1c8e

(4) is done in db86e01f3b0206d6be6726cf3bcb58ff3e370dc4

(9) is done in 1d22422d3a0a4b411e046d2a796cd78514220320