R/demg.R

In emg: Exponentially Modified Gaussian (EMG) Distribution

demg <- Vectorize(function(x, mu=0, sigma=1, lambda=1, log=FALSE)
{
  if(min(sigma) <= 0.0)       {stop("Sigma must be greater than zero") }
  if(min(lambda) <= 0.0)      {stop("Lambda must be greater than zero")}

  erfc <- pnorm((mu+lambda*sigma*sigma-x)/ sigma , lower.tail = FALSE, log.p=log)
  
  if(log)
  {
    result <- lambda/2 * (2*mu+lambda*sigma*sigma-2*x) + Re(erfc) + log(lambda)
  } else {
    result <- exp(lambda/2 * (2*mu+lambda*sigma*sigma-2*x)) * Re(erfc) * lambda
  }
  
  # Too small to compute, zero it
  result[is.nan(result)] <- 0

  result
})