z2gk: Transform standard normal draws to g-and-k draws.

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

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

Description

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

Usage

z2gk(z, A, B, g, k, c = 0.8)

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.
k	Vector of k parameters. Must be at least -0.5.
c	Vector of c parameters. Often fixed at 0.8 which is the default.

Value

A vector of g-and-k values.

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