sged: Skewed Generalized Error Distribution of Fernandez and Steel

In tsdistributions: Location Scale Standardized Distributions

Skewed Generalized Error Distribution of Fernandez and Steel

Description

Density, distribution, quantile function and random number generation for the skewed generalized error distribution parameterized in terms of mean, standard deviation, skew and shape parameters.

Usage

dsged(x, mu = 0, sigma = 1, skew = 1.5, shape = 2, log = FALSE)

psged(
  q,
  mu = 0,
  sigma = 1,
  skew = 1.5,
  shape = 2,
  lower_tail = TRUE,
  log = FALSE
)

qsged(
  p,
  mu = 0,
  sigma = 1,
  skew = 1.5,
  shape = 2,
  lower_tail = TRUE,
  log = FALSE
)

rsged(n, mu = 0, sigma = 1, skew = 1.5, shape = 2)

Arguments

x, q	vector of quantiles.
mu	mean.
sigma	standard deviation.
skew	skew parameter.
shape	shape parameter.
log	(logical) if TRUE, probabilities p are given as log(p).
lower_tail	if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
p	vector of probabilities.
n	number of observations.

Value

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.

tsdistributions documentation built on June 8, 2025, 11:20 a.m.