qged_std: Quantile function for standardized GED(nu) with Var = 1 Uses...
In wARMASVp: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models
qged_std R Documentation
Quantile function for standardized GED(nu) with Var = 1
Uses the relationship between GED CDF and incomplete gamma function.
Description
Quantile function for standardized GED(nu) with Var = 1
Uses the relationship between GED CDF and incomplete gamma function.
Usage
qged_std(p, nu)
Arguments
p
Probability (0 < p < 1). Clamped to [1e-15, 1-1e-15] internally.
nu
GED shape parameter (nu > 0)
Value
Quantile value
wARMASVp documentation built on May 15, 2026, 5:07 p.m.
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| qged_std | R Documentation |
Quantile function for standardized GED(nu) with Var = 1 Uses the relationship between GED CDF and incomplete gamma function.
Description
Quantile function for standardized GED(nu) with Var = 1 Uses the relationship between GED CDF and incomplete gamma function.
Usage
qged_std(p, nu)
Arguments
p |
Probability (0 < p < 1). Clamped to [1e-15, 1-1e-15] internally. |
nu |
GED shape parameter (nu > 0) |
Value
Quantile value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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