Distributions: Distribution functions of the greybox package
In config-i1/greybox: Toolbox for Model Building and Forecasting

Distributions

R Documentation

Distribution functions of the greybox package

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

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.

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")}