GQPDS: The Generalized QPD-S distribution

In dmi3kno/qpd: Tools for Quantile-Parametrized Distribiutions

The Generalized QPD-S distribution

Description

Quantile function and random generation for the Generalized Quantile Parametrized (Semibounded) distribution parametrized by three symmetrical quantiles (q1, q2 and q3) and an alpha argument, representing the proportion of density below the bottom quantile. All functions are vectorized.

Usage

qGQPDS(p, q1, q2, q3, lower = 0, alpha = 0.1, qf = stats::qnorm)

rGQPDS(N, q1, q2, q3, lower = 0, alpha = 0.1, qf = stats::qnorm)

Arguments

p	vector of probabilities
q1, q2, q3	vectors of values, corresponding to lower, median and upper (symmetrical) quantiles
lower	vector of lower bounds of distribution
alpha	vector of proportions of probability density under the lower bound (or above the upper bound, since the quantiles are symmetrical)
qf	bare symmetrical unbounded standard quantile function
N	number of samples to draw from GQPDS

Details

The distribution is created by applying the exponential transform T(x)=exp(x) to the Johnson SU distribution

Value

vector of values

Examples

qGQPDS(0.6, 20,50,90)

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