Distribution function and quantile function of the generalized normal distribution.

1 2 |

`x` |
Vector of quantiles. |

`f` |
Vector of probabilities. |

`para` |
Numeric vector containing the parameters of the distribution,
in the order |

The generalized normal distribution with
location parameter *xi*,
scale parameter *alpha* and
shape parameter *k* has distribution function

*F(x) = Phi(y)*

where

*y = (-1/k) log(1-k(x-xi)/alpha)*

and *Phi(y)* is the distribution function of the standard normal distribution,
with *x* bounded by *xi+alpha/k*
from below if *k<0* and from above if *k>0*.

The generalized normal distribution contains as special cases the usual
three-parameter lognormal distribution, corresponding to *k<0*,
with a finite lower bound and positive skewness;
the normal distribution, corresponding to *k=0*;
and the reverse lognormal distribution, corresponding to *k>0*,
with a finite upper bound and negative skewness.
The two-parameter lognormal distribution,
with a lower bound of zero and positive skewness,
is obtained when *k<0* and *xi+alpha/k=0*.

`cdfgno`

gives the distribution function;
`quagno`

gives the quantile function.

The functions expect the distribution parameters in a vector,
rather than as separate arguments as in the standard **R**
distribution functions `pnorm`

, `qnorm`

, etc.

`cdfln3`

for the lmom package's version of the three-parameter
lognormal distribution.

`cdfnor`

for the lmom package's version of the normal distribution.

`pnorm`

for the standard **R** version of the normal distribution.

`plnorm`

for the standard **R** version of the two-parameter lognormal distribution.

1 2 3 4 5 6 7 8 | ```
# Random sample from the generalized normal distribution
# with parameters xi=0, alpha=1, k=-0.5.
quagno(runif(100), c(0,1,-0.5))
# The generalized normal distribution with parameters xi=1, alpha=1, k=-1,
# is the standard lognormal distribution. An illustration:
fval<-seq(0.1,0.9,by=0.1)
cbind(fval, lognormal=qlnorm(fval), g.normal=quagno(fval, c(1,1,-1)))
``` |

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