Distributions: Distribution functions of the greybox package

In greybox: Toolbox for Model Building and Forecasting

Distribution functions of the greybox package

Description

The greybox package implements several distribution functions. In this document, I list the main functions and provide links to related resources.

Details

• Generalised normal distribution (with a kurtosis parameter by Nadarajah, 2005): qgnorm, dgnorm, pgnorm, rgnorm.

• S distribution (a special case of Generalised Normal with shape=0.5): qs, ds, ps, rs.

• Laplace distribution (special case of Generalised Normal with shape=1): qlaplace, dlaplace, plaplace, rlaplace.

• Asymmetric Laplace distribution (Yu & Zhang, 2005): qalaplace, dalaplace, palaplace, ralaplace.

• Logit Normal distribution (Mead, 1965): qlogitnorm, dlogitnorm, plogitnorm, rlogitnorm.

• Box-Cox Normal distribution (Box & Cox, 1964): qbcnorm, dbcnorm, pbcnorm, rbcnorm.

• Folded Normal distribution: qfnorm, dfnorm, pfnorm, rfnorm.

• Rectified Normal distribution: qrectnorm, drectnorm, prectnorm, rrectnorm.

• Three parameter Log Normal distribution (Sangal & Biswas, 1970): qtplnorm, dtplnorm, ptplnorm, rtplnorm.

Author(s)

Ivan Svetunkov, [e-mail]

References

• Nadarajah, Saralees. "A generalized normal distribution." Journal of Applied Statistics 32.7 (2005): 685-694.

• Wikipedia page on Laplace distribution: https://en.wikipedia.org/wiki/Laplace_distribution.

• Yu, K., & Zhang, J. (2005). A three-parameter asymmetric laplace distribution and its extension. Communications in Statistics - Theory and Methods, 34, 1867-1879. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/03610920500199018")}

• Mead, R. (1965). A Generalised Logit-Normal Distribution. Biometrics, 21 (3), 721–732. doi: 10.2307/2528553

• Box, G. E., & Cox, D. R. (1964). An Analysis of Transformations. Journal of the Royal Statistical Society. Series B (Methodological), 26(2), 211–252. Retrieved from https://www.jstor.org/stable/2984418

• Sangal, B. P., & Biswas, A. K. (1970). The 3-Parameter Distribution Applications in Hydrology. Water Resources Research, 6(2), 505–515. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1029/WR006i002p00505")}

See Also

Distributions from the stats package.

greybox documentation built on Sept. 16, 2023, 9:07 a.m.