diff --git a/R/cmGAL.R b/R/cmGAL.R
new file mode 100644
index 0000000..e4833ff
--- /dev/null
+++ b/R/cmGAL.R
@@ -0,0 +1,103 @@
+# Centered moments of the GAL distribution
+# Skewness and (adjusted) kurtosis of the GAL distribution
+# 
+# Author: Francois Pelletier
+#
+# LGPL 3.0
+###############################################################################
+
+#' Centered moments of the GAL distribution
+#' @param order Order of raw moment
+#' @param param Parameter vector
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @return A numeric value of the centered moment
+#' 
+#' @author Francois Pelletier
+cmGAL <- function(order,param,type="mu",log=FALSE)
+{
+	testparGAL(param,type,log)
+	if(log)
+	{
+		cmGAL(order,exp(param),type,log=FALSE)
+	}
+	else
+	{
+		if(type=="mu")
+		{
+			if(order==2)
+			{
+				param[4]*param[2]^2+param[4]*param[3]^2
+			}
+			if(order==3)
+			{
+				3*param[3]*param[4]*param[2]^2+2*param[3]^3*param[4]
+			}
+			
+			if(order==4)
+			{
+				(3*param[4]^2+3*param[4])*param[2]^4+(6*param[3]^2*param[4]^2+12*param[3]^2*param[4])*param[2]^2+3*param[3]^4*param[4]^2+6*param[3]^4*param[4]
+			}
+			else
+				stop("order must be 2,3 or 4")
+		}
+		if(type=="kappa")
+		{
+			if(order==2)
+			{
+				(1/2)*param[4]*param[2]^2*(param[3]^4+1)/param[3]^2
+			}
+			if(order==3)
+			{
+				(1/2)*param[4]*param[2]^3*sqrt(2)*(1-param[3]^6)/param[3]^3
+			}
+			if(order==4)
+			{
+				(3/4)*param[4]*((param[4]+2)*param[3]^8+2*param[4]*param[3]^4+param[4]+2)*param[2]^4/param[3]^4
+			}
+			else
+				stop("order must be 2,3 or 4")
+		}
+	}
+}
+
+#' Skewness of the GAL distribution
+#' @param param Parameter vector
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @return A numeric value of the skewness
+#' 
+#' @author Francois Pelletier
+skewnessGAL <- function(param,type="mu",log=FALSE)
+{
+	testparGAL(param,type,log)
+	if(log)
+	{
+		skewnessGAL(exp(param),type,log=FALSE)
+	}
+	else
+	{
+		cmGAL(3,param,type) / (cmGAL(2,param,type)^(3/2))
+	}
+}
+
+#' (Adjusted) kurtosis of the GAL distribution
+#' @param param Parameter vector
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @param adjust Logical to use the adjusted kurtosis
+#' @return A numeric value of the kurtosis
+#' 
+#' @author Francois Pelletier
+kurtosisGAL <- function(param,type="mu",log=FALSE,adjust=TRUE)
+{
+	testparGAL(param,type,log)
+	if(log)
+	{
+		kurtosisGAL(exp(param),type,log=FALSE)
+	}
+	else
+	{
+		cmGAL(4,param,type) / (cmGAL(2,param,type)^2) - 3*adjust
+	}
+}
\ No newline at end of file
diff --git a/R/fgmGAL.R b/R/fgmGAL.R
index df1522a..93ea5d9 100644
--- a/R/fgmGAL.R
+++ b/R/fgmGAL.R
@@ -1,4 +1,5 @@
 # Moment generating function of GAL distribution
+# Cumulant generating function of GAL distribution
 # 
 # Author: Francois Pelletier
 #
@@ -38,4 +39,39 @@ mgfGAL <- function(u,param,type="mu",log=FALSE)
 			exp(param[1]*u)*((param[2]^2*u^2)/2+(param[3]*param[2]*u)/sqrt(2)-(param[2]*u)/(sqrt(2)*param[3])+1)^(-param[4])
 		}
 	}
+}
+
+#' Cumulant generating function of GAL distribution
+#' @param u Transform variate
+#' @param param Parameter vector
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @return Cumulant generating function value at point u for given parameter vector
+#' 
+#' @author Francois Pelletier
+cgfGAL <- function(u,param,type="mu",log=FALSE)
+{
+	testparGAL(param,type,log)
+	if(log)
+	{
+		if(type=="mu")
+		{
+			log(exp(exp(param[1])*u)*(1-(1/2)*exp(param[2])^2*u^2-exp(param[3])*u)^(-exp(param[4])))
+		}
+		if(type=="kappa")
+		{
+			log(exp(exp(param[1])*u)*((exp(param[2])^2*u^2)/2+(exp(param[3])*exp(param[2])*u)/sqrt(2)-(exp(param[2])*u)/(sqrt(2)*exp(param[3]))+1)^(-exp(param[4])))
+		}
+	}
+	else
+	{
+		if(type=="mu")
+		{
+			log(exp(param[1]*u)*(1-(1/2)*param[2]^2*u^2-param[3]*u)^(-param[4]))
+		}
+		if(type=="kappa")
+		{
+			log(exp(param[1]*u)*((param[2]^2*u^2)/2+(param[3]*param[2]*u)/sqrt(2)-(param[2]*u)/(sqrt(2)*param[3])+1)^(-param[4]))
+		}
+	}
 }
\ No newline at end of file
diff --git a/R/mGAL.R b/R/mGAL.R
new file mode 100644
index 0000000..a96d77c
--- /dev/null
+++ b/R/mGAL.R
@@ -0,0 +1,91 @@
+# Raw moments of the GAL distribution
+# 
+# Author: Francois Pelletier
+#
+# LGPL 3.0
+###############################################################################
+
+
+#' Raw moments of the GAL distribution
+#' @param order Order of raw moment
+#' @param param Parameter vector
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @return A numeric value of the raw moment
+#' 
+#' @author Francois Pelletier
+mGAL <- function(order,param,type="mu",log=FALSE)
+{
+	testparGAL(param,type,log)
+	if(log)
+	{
+		mGAL(order,exp(param),type,log=FALSE)
+	}
+	else
+	{
+		if(type=="mu")
+		{
+			if(order==1)
+			{
+				param[1]+param[4]*param[3]
+			}
+			if(order==2)
+			{
+			  	param[1]^2+2*param[1]*param[4]*param[3]+param[4]^2*param[3]^2+
+					  param[4]*param[2]^2+param[4]*param[3]^2
+		  	}
+		  	if(order==3)
+			{
+				3*param[1]*param[4]*param[2]^2+3*param[1]^2*param[4]*param[3]+
+					  3*param[1]*param[4]^2*param[3]^2+param[1]^3+
+					  3*param[1]*param[4]*param[3]^2+param[4]^3*param[3]^3+
+					  3*param[4]^2*param[3]*param[2]^2+3*param[4]^2*param[3]^3+
+					  3*param[4]*param[2]^2*param[3]+2*param[4]*param[3]^3
+			}
+			  
+		  	if(order==4)
+			{
+				6*param[1]^2*param[4]*param[3]^2+18*param[4]^2*param[3]^2*param[2]^2+
+					  12*param[4]*param[2]^2*param[3]^2+
+					  12*param[1]*param[4]*param[2]^2*param[3]+4*param[1]^3*param[4]*param[3]+
+					  8*param[1]*param[4]*param[3]^3+12*param[1]*param[4]^2*param[3]*param[2]^2+
+					  6*param[1]^2*param[4]^2*param[3]^2+param[1]^4+
+					  6*param[1]^2*param[4]*param[2]^2+param[4]^4*param[3]^4+
+					  6*param[4]^3*param[3]^2*param[2]^2+6*param[4]^3*param[3]^4+
+					  3*param[4]^2*param[2]^4+11*param[4]^2*param[3]^4+
+					  3*param[4]*param[2]^4+6*param[4]*param[3]^4+
+					  12*param[1]*param[4]^2*param[3]^3+4*param[1]*param[4]^3*param[3]^3
+			}
+			else
+				stop("order must be 1,2,3 or 4")
+		}
+		if(type=="kappa")
+		{
+			if(order==1)
+			{
+				(1/2)*(param[4]*param[2]*sqrt(2)-param[4]*param[2]*sqrt(2)*param[2]^2+2*param[1]*param[2])/param[2]
+			}
+			if(order==2)
+			{
+				(1/2)*(-2*param[1]*param[4]*param[2]*(param[2]+1)*(param[2]-1)*param[2]*sqrt(2)+
+							param[4]*param[2]^2*(param[4]+1)*param[2]^4+(-2*param[4]^2*param[2]^2+2*param[1]^2)*param[2]^2+
+							param[4]*param[2]^2*(param[4]+1))/param[2]^2
+			}
+			if(order==3)
+			{
+				(1/4)*(-(param[2]-1)*param[4]*param[2]*(param[2]+1)*(((-2*param[2]^2+1+param[2]^4)*param[4]+
+									2*param[2]^2+2*param[2]^4+2)*(param[4]+1)*param[2]^2+
+								6*param[1]^2*param[2]^2)*sqrt(2)+(6*(param[4]*((-2*param[2]^2+1+param[2]^4)*param[4]+
+										param[2]^4+1)*param[2]^2+(2/3)*param[1]^2*param[2]^2))*
+							param[2]*param[1])/param[2]^3
+			}
+			
+			if(order==4)
+			{
+				1/4*(4*param[1]^4*param[2]^4+param[4]^4*param[2]^4+6*param[4]^3*param[2]^4+11*param[4]^2*param[2]^4+6*param[4]*param[2]^4-24*param[4]^2*param[2]^4*param[1]^2*param[2]^2+12*param[4]^2*param[2]^2*param[1]^2*param[2]^2+12*param[4]^2*param[2]^6*param[1]^2*param[2]^2+12*param[4]*param[2]^6*param[1]^2*param[2]^2-4*param[4]^4*param[2]^4*param[2]^2+6*param[4]^4*param[2]^4*param[2]^4-4*param[4]^4*param[2]^4*param[2]^6+param[4]^4*param[2]^4*param[2]^8-12*param[4]^3*param[2]^4*param[2]^2+12*param[4]^3*param[2]^4*param[2]^4-12*param[4]^3*param[2]^4*param[2]^6+6*param[4]^3*param[2]^4*param[2]^8+11*param[4]^2*param[2]^4*param[2]^8-8*param[4]^2*param[2]^4*param[2]^2+6*param[4]^2*param[2]^4*param[2]^4-8*param[4]^2*param[2]^4*param[2]^6+6*param[4]*param[2]^4*param[2]^8+12*param[4]*param[2]^2*param[1]^2*param[2]^2-12*param[4]^3*param[2]^3*param[2]^3*param[1]*2^(1/2)+4*param[4]^3*param[2]^3*param[2]*param[1]*2^(1/2)+12*param[4]^2*param[2]^3*param[2]*param[1]*2^(1/2)+12*param[4]^3*param[2]^3*param[2]^5*param[1]*2^(1/2)+12*param[4]^2*param[2]^3*param[2]^5*param[1]*2^(1/2)+8*param[4]*param[2]^3*param[2]*param[1]*2^(1/2)+8*param[4]*param[2]*param[2]^3*param[1]^3*2^(1/2)-12*param[4]^2*param[2]^3*param[2]^3*param[1]*2^(1/2)-4*param[4]^3*param[2]^3*param[2]^7*param[1]*2^(1/2)-12*param[4]^2*param[2]^3*param[2]^7*param[1]*2^(1/2)-8*param[4]*param[2]^3*param[2]^7*param[1]*2^(1/2)-8*param[4]*param[2]*param[2]^5*param[1]^3*2^(1/2))/param[2]^4
+			}
+			else
+				stop("order must be 1,2,3 or 4")
+		}
+	}
+}
diff --git a/R/riskneutralparGAL.R b/R/riskneutralparGAL.R
new file mode 100644
index 0000000..bdad4b9
--- /dev/null
+++ b/R/riskneutralparGAL.R
@@ -0,0 +1,36 @@
+# Risk neutral conversion of parameters of GAL distirbution
+# 
+# Author: Francois Pelletier
+#
+# LGPL 3.0
+###############################################################################
+
+#' Risk neutral conversion of parameters of GAL distirbution
+#' @param param Parameter vector
+#' @param riskfree Risk-free rate
+#' @param type Choose between "mu" or "kappa" parametrization
+#' @param log Logical for log-parameters
+#' @return Risk neutral parameter vector
+#' 
+#' @author Francois Pelletier
+riskneutralparGAL <- function(param,riskfree,type="mu",log=FALSE)
+{
+	testparGAL(param,type,log)
+	if(type=="kappa")
+	{
+		riskneutralparGAL(changetypeGAL(param,type="kappa",target="mu"),riskfree,type="mu",log)
+	}
+	if(type=="mu")
+	{
+		if(log)
+		{
+			c(log(riskfree+log(1-exp(param[3])-exp(param[2])^2/2)*param[4]),param[2],param[3],param[4])
+		}
+		else
+		{
+			c(riskfree+log(1-param[3]-param[2]^2/2)*param[4],param[2],param[3],param[4])
+		}
+	}
+}
+
+
diff --git a/R/testparGAL.R b/R/testparGAL.R
index 3065434..7759faa 100644
--- a/R/testparGAL.R
+++ b/R/testparGAL.R
@@ -9,7 +9,7 @@
 #' Check for the validity of a parameter vector. Stop at error.
 #' @param param Parameter vector
 #' @param type Choose between "mu" or "kappa" parametrization
-#' @param log Logical for log-parameters 
+#' @param log Logical for log-parameters
 #' @return logical
 #' 
 #' @author Francois Pelletier
diff --git a/man/cgfGAL.Rd b/man/cgfGAL.Rd
new file mode 100644
index 0000000..0128340
--- /dev/null
+++ b/man/cgfGAL.Rd
@@ -0,0 +1,27 @@
+\name{cgfGAL}
+\alias{cgfGAL}
+\title{Cumulant generating function of GAL distribution}
+\usage{
+cgfGAL(u, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{u}{Transform variate}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+Cumulant generating function value at point u for given
+parameter vector
+}
+\description{
+Cumulant generating function of GAL distribution
+}
+\author{
+Francois Pelletier
+}
+
diff --git a/man/cmGAL.Rd b/man/cmGAL.Rd
new file mode 100644
index 0000000..eb93c64
--- /dev/null
+++ b/man/cmGAL.Rd
@@ -0,0 +1,26 @@
+\name{cmGAL}
+\alias{cmGAL}
+\title{Centered moments of the GAL distribution}
+\usage{
+cmGAL(order, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{order}{Order of raw moment}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the centered moment
+}
+\description{
+Centered moments of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+
diff --git a/man/kurtosisGAL.Rd b/man/kurtosisGAL.Rd
new file mode 100644
index 0000000..d0b0eb2
--- /dev/null
+++ b/man/kurtosisGAL.Rd
@@ -0,0 +1,26 @@
+\name{kurtosisGAL}
+\alias{kurtosisGAL}
+\title{(Adjusted) kurtosis of the GAL distribution}
+\usage{
+kurtosisGAL(param, type = "mu", log = FALSE, adjust = TRUE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+
+  \item{adjust}{Logical to use the adjusted kurtosis}
+}
+\value{
+A numeric value of the kurtosis
+}
+\description{
+(Adjusted) kurtosis of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+
diff --git a/man/mGAL.Rd b/man/mGAL.Rd
new file mode 100644
index 0000000..f0cb99b
--- /dev/null
+++ b/man/mGAL.Rd
@@ -0,0 +1,26 @@
+\name{mGAL}
+\alias{mGAL}
+\title{Raw moments of the GAL distribution}
+\usage{
+mGAL(order, param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{order}{Order of raw moment}
+
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the raw moment
+}
+\description{
+Raw moments of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+
diff --git a/man/riskneutralparGAL.Rd b/man/riskneutralparGAL.Rd
new file mode 100644
index 0000000..58372e0
--- /dev/null
+++ b/man/riskneutralparGAL.Rd
@@ -0,0 +1,26 @@
+\name{riskneutralparGAL}
+\alias{riskneutralparGAL}
+\title{Risk neutral conversion of parameters of GAL distirbution}
+\usage{
+riskneutralparGAL(param, riskfree, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{riskfree}{Risk-free rate}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+Risk neutral parameter vector
+}
+\description{
+Risk neutral conversion of parameters of GAL distirbution
+}
+\author{
+Francois Pelletier
+}
+
diff --git a/man/skewnessGAL.Rd b/man/skewnessGAL.Rd
new file mode 100644
index 0000000..feab8ad
--- /dev/null
+++ b/man/skewnessGAL.Rd
@@ -0,0 +1,24 @@
+\name{skewnessGAL}
+\alias{skewnessGAL}
+\title{Skewness of the GAL distribution}
+\usage{
+skewnessGAL(param, type = "mu", log = FALSE)
+}
+\arguments{
+  \item{param}{Parameter vector}
+
+  \item{type}{Choose between "mu" or "kappa"
+  parametrization}
+
+  \item{log}{Logical for log-parameters}
+}
+\value{
+A numeric value of the skewness
+}
+\description{
+Skewness of the GAL distribution
+}
+\author{
+Francois Pelletier
+}
+