dsep: Returns density from Skewed Exponential Power distribution

In Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)

Returns density from Skewed Exponential Power distribution

Description

The dsep returns the density at point x for the Gamma distribution with parameters a, b.

Usage

dsep(x, m = 0, a = 1, b = 1, lambda = 1)

Arguments

x	(numeric) - value in the range (-\infty, \infty) to evaluate the density.
m	(numeric) - location parameter. Must be in the range (-\infty, \infty).
a	(numeric) - scale parameter. Must be in the range (0, \infty).
b	(numeric) - shape parameter. Must be in the range (0, \infty).
lambda	(numeric) - skewness parameter. Must be in the range (-\infty, \infty).

Details

The SEP is a exponential power distribution controlled by four parameters, with formula:

f(x; m, b, a, \lambda) = 2 \Phi(w) e^{-|z|^b/b}/(c)

where:

z = (x-m)/a

w = sign(z) |z|^{(b/2)} \lambda \sqrt{2/b}

c = 2 ab^{(1/b)-1} \Gamma(1/b)

with \Phi the cumulative normal distribution with mean zero and variance one.

Value

a vector containing the values for the densities.

Rsubbotools documentation built on April 16, 2025, 5:10 p.m.