Description Usage Arguments Details References
If X ~ gdP(alpha, xi), then it has density
1 2 3 4 5 6 7 |
x |
vector of quantiles |
xi |
scale parameter, where xi > 0 |
alpha |
shape parameter, where alpha > 0 |
n |
number of variates to simulate |
q |
vector of quantiles |
p |
vector of probabilities |
f(X|alpha,xi) = 1/(2*xi) * (1 + abs(X)/(alpha*xi))^(-alpha-1)
Armagan, Artin, David B. Dunson, and Jaeyong Lee. "Generalized double Pareto shrinkage." Statistica Sinica 23.1 (2013): 119.
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