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|\Theta\bigr) = \frac {\delta \lambda}{\sqrt{2\pi}(x-\xi)(\lambda+\xi-x)}\exp\Biggl\{-\frac{1}{2}\Bigg[\gamma+\delta\log \biggl(\frac{x-\xi}{\lambda+\xi-x}\biggr) \Bigg]^2\Biggr\},

where \xi<x<\lambda+\xi, \Theta=(\delta,\gamma,\lambda,\xi)^T with \delta, \lambda> 0, -\infty<\gamma<\infty, and -\infty<\xi<\infty.

Usage

djsb(data, param, log = FALSE)

Arguments

data

Vector of observations.

param

Vector of the parameters \delta, \gamma, \lambda, and \xi.

log

If TRUE, then log(pdf) is returned.

Value

A vector of length n, giving the density function of JSB distribution.

Author(s)

Mahdi Teimouri

Examples

delta <- 1
gamma <- 3
lambda <- 12
xi <- 5
param <- c(delta, gamma, lambda, xi)
data <- rjsb(20, param)
djsb(data, param, log = FALSE)

ForestFit documentation built on April 3, 2025, 5:27 p.m.

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