GLDcsw: Generalized Lambda Distribution (GLD) CSW parameterization

In dmi3kno/qpd: Tools for Quantile-Parametrized Distribiutions

Generalized Lambda Distribution (GLD) CSW parameterization

Description

Quantile function, quantile density, density quantile and inverse quantile functions for GLD distribution with CSW parameterization. frGLDcsw is quantile optimality ratio for choosing the density bandwidth (see Predengast & Staudte, 2016)

Usage

qGLDcsw(u, mu, sg, chi, xi, alpha = 0.25)

fGLDcsw(u, mu, sg, chi, xi, alpha = 0.25)

frGLDcsw(u, chi, xi)

dqGLDcsw(u, mu, sg, chi, xi, alpha = 0.25, log = FALSE)

rGLDcsw(n, mu, sg, chi, xi, alpha = 0.25)

pGLDcsw(q, ..., lower = 0, upper = 1, tol = 1e-06, silent = TRUE, trace = 0)

Arguments

u	numeric vector of probabilities
mu	CSW GLD median parameter \mu
sg	CSW GLD interquartile range parameter \sigma
chi	CSW GLD assymetry parameter -1<\chi<1
xi	CSW GLD steepness parameter 0<\xi<1
alpha	CSW GLD tail parameter \alpha < 0.5 for interquantile range. Default is 0.25
log	should the log density be returned. Default=FALSE
n	numeric number of samples to draw
q	vector of quantiles
...	used by method
lower, upper	the stats::uniroot lower and upper end points of the interval to be searched. Defaults are 0 and 1, respectively
tol	the stats::uniroot desired accuracy (convergence tolerance). Default value 1e-06
silent	the base::try argument. Default is TRUE
trace	integer number passed to stats::uniroot; if positive, tracing information is produced. Higher values giving more details.

Value

quantiles, QDF, DQF, random samples or probabilities of GLD (CSW parameterization)

Examples

p_grd <- make_pgrid()
qGLDcsw(p_grd, 1, 1, -1/8, 1/32)

dmi3kno/qpd documentation built on Sept. 29, 2024, 6:39 p.m.