In a statement issued in Edmonton, the RCMP said the man, two women and girl found in a home in Smith, 130 miles north of Edmonton, all died of gunshot injuries, the Edmonton Journal reported.
The man is the suspected shooter, as he had a single gunshot wound, while the others were shot multiple times, police said.
Post-mortem examinations were completed Wednesday morning, the Edmonton Sun said.
Police have not formally identified the victims, although family members have told various media they were Ian Paget, 58, his wife Joan Paget, their daughter Jolene Eliuk, 34, and their 9-year-old granddaughter, Misty Eliuk.
The Journal said sources in the town reported Ian Paget was under a heavy financial burden and he had called a neighbor to say he shot everyone in the house before killing himself.
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