z2gh: Transform standard normal draws to g-and-h draws.

In gk: g-and-k and g-and-h Distribution Functions

Transform standard normal draws to g-and-h draws.

Description

Transform standard normal draws to g-and-h draws.

Usage

z2gh(z, A, B, g, h, c = 0.8, type = c("generalised", "tukey"))

Arguments

z	Vector of N(0,1) draws.
A	Vector of location parameters.
B	Vector of scale parameters. Must be positive.
g	Vector of g parameters.
h	Vector of h parameters.
c	Vector of c parameters. Often fixed at 0.8 which is the default.
type	Can be "generalised" (default) or "tukey".

Value

A vector of g-and-h values.

gk documentation built on Aug. 10, 2023, 5:06 p.m.