View source: R/distributions.R
dgenf | R Documentation |
Density and distribution function for the generalized F distribution. Warning: the distribution function pgenf
and genfHazard
are computed numerically, and may not be precise!
dgenf(x, kappa = 5, eta = 1.5, gamma = .8, lambda = 1, forceExpectation = F) pgenf(q, kappa = 5, eta = 1.5, gamma = .8, lambda = 1, forceExpectation = F) genfHazard(x, kappa = 5, eta = 1.5, gamma = .8, lambda = 1, forceExpectation = F)
x, q |
vector of quantiles. |
kappa, eta, gamma, lambda |
parameters, see 'Details'. |
forceExpectation |
logical; if |
The PDF for the generelized F distribution is:
f(ε)= \frac{γ ε^{κ γ -1}[η+(ε/λ)^{γ}]^{-η-κ}η^{η}}{λ^{κ γ}B(κ,η)},
where B(κ,η)=\frac{Γ(κ)Γ(η)}{Γ(κ+η)} is the beta function.
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