cdfft: The Family of Finite-Tailed Distributions

In cdfquantreg: Quantile Regression for Random Variables on the Unit Interval

The Family of Finite-Tailed Distributions

Description

Density function, distribution function, quantile function, and random generation of variates for a specified cdf-quantile distribution.

Usage

cdfft(q, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

pdfft(y, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

qqft(p, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

rqft(n, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

Arguments

q	vector of quantiles.
sigma	vector of standard deviations.
theta	vector of skewness.
fd	A string that specifies the parent distribution. At the moment, only "arcsinh", "cauchit" and "t2" can be used. See details.
sd	A string that specifies the child distribution. At the moment, only "arcsinh", "cauchy" and "t2" can be used. See details.
mu	vector of means if 3-parameter case is used.
inner	A logic value that indicates if the inner (inner = TRUE) case or outer (inner = FALSE) will be used.
version	A string indicates that which version will be used. "V" is the tilt parameter function while "W" indicates the Jones Pewsey transformation.
y	vector of quantiles.
p	vector of probabilities.
n	Number of random samples.

Value

pdfft gives the density, rqft generates random variate, qqft gives the quantile function, and cdfft gives the cumulative density of specified distribution.

cdfquantreg documentation built on Sept. 3, 2023, 9:06 a.m.