Description Usage Arguments Value Author(s) References Examples
The function evaluates the density f(x,p,mean,sigma) of the univariate p-generalized normal distribution according to
f(x,p,mean,σ)=(σ_p/ σ) \, C_p \, \exp ≤ft( - ≤ft( \frac{σ_p}{σ } \right)^p \frac{≤ft| x-mean \right|^p}{p} \right) ,
where C_p=p^{1-1/p}/2/Γ(1/p) and σ_p^2=p^{2/p} \, Γ(3/p)/ Γ(1/p).
1 |
y |
The real argument of the function. |
p |
A positive number expressing the form parameter of the distribution. The default is 2. |
mean |
A real number expressing the expectation of the distribution. The default is 0. |
sigma |
A positive number expressing the standard deviation of the distribution. The default is σ_p. |
A real number.
Steve Kalke
S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.
1 | y<-dpgnorm(0,3,1,2)
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