djsb: Computing the probability density function of Johnson's SB...

djsbR Documentation

Computing the probability density function of Johnson's SB (JSB) distribution

Description

Computes the probability density function of the four-parameter JSB distibution given by

f\bigl(x\big|Θ\bigr) = \frac {δ λ}{√{2π}(x-ξ)(λ+ξ-x)}\exp\Biggl\{-\frac{1}{2}\Bigg[γ+δ\log \biggl(\frac{x-ξ}{λ+ξ-x}\biggr) \Bigg]^2\Biggr\},

where ξ<x<λ+ξ, Θ=(δ,γ,λ,ξ)^T with δ, λ> 0, -∞<γ<∞, and -∞<ξ<∞.

Usage

djsb(data, param, log = FALSE)

Arguments

data

Vector of observations.

param

Vector of the parameters δ, γ, λ, and ξ.

log

If TRUE, then log(pdf) is returned.

Value

A vector of length n, giving random generated values from JSB distribution.

Author(s)

Mahdi Teimouri

Examples

data<-rnorm(10)
param<-c(delta<-1, gamma<-3, lambda<-12, xi<-5)
djsb(data, param, log = FALSE)

ForestFit documentation built on March 7, 2023, 8:27 p.m.

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