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(\epsilon)= \frac{\gamma \epsilon^{\kappa \gamma -1}[\eta+(\epsilon/\lambda)^{\gamma}]^{-\eta-\kappa}\eta^{\eta}}{\lambda^{\kappa \gamma}B(\kappa,\eta)},
where B(\kappa,\eta)=\frac{\Gamma(\kappa)\Gamma(\eta)}{\Gamma(\kappa+\eta)}
is the beta function.
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