gdp: Generalized double Pareto distribution.

In kuperov/bdist: Extra distributions for Bayesian analysis

Description

If X ~ gdP(alpha, xi), then it has density

Usage

dgdp(x, xi, alpha)

rgdp(n, xi, alpha)

pgdp(q, xi, alpha)

qgdp(p, xi, alpha)

Arguments

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

Details

f(X|alpha,xi) = 1/(2*xi) * (1 + abs(X)/(alpha*xi))^(-alpha-1)

References

Armagan, Artin, David B. Dunson, and Jaeyong Lee. "Generalized double Pareto shrinkage." Statistica Sinica 23.1 (2013): 119.

kuperov/bdist documentation built on May 23, 2019, 7:20 a.m.