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AEP (version 0.1.4)

qaep: Computing the quantile function of asymmetric exponential power (AEP) distribution.

Description

Computes the quantile function of AEP distribution given by $$ F_{X}^{-1}(u|\Theta)= \mu-\sigma(1-\epsilon)\biggl[\frac{\gamma\bigl(\frac{1-\epsilon-2u}{1-\epsilon},\frac{1}{\alpha}\bigr)}{\Gamma\bigl(\frac{1}{\alpha}\bigr)}\biggr]^{\frac{1}{\alpha}},~{{}}~u\leq \frac{1-\epsilon}{2}, $$ $$ F_{X}^{-1}(u|\Theta)= \mu+\sigma(1+\epsilon)\biggl[\frac{\gamma\bigl(\frac{2u+\epsilon-1}{1+\epsilon},\frac{1}{\alpha}\bigr)}{\Gamma\bigl(\frac{1}{\alpha}\bigr)}\biggr]^{\frac{1}{\alpha}},~{{}}~u> \frac{1-\epsilon}{2}.\\ $$ where \(-\infty<x<+\infty\), \(\Theta=(\alpha,\sigma,\mu,\epsilon)^T\) with \(0<\alpha \leq 2, \sigma> 0\), \(-\infty<\mu<\infty\), \(-1<\epsilon<1\), and $$\gamma(u,\nu) =\int_{0}^{u}t^{\nu-1}\exp\bigl\{-t\bigr\}dt, ~\nu>0.$$

Usage

qaep(u, alpha, sigma, mu, epsilon)

Value

A vector of length n, consists of the random generated values from AEP distribution.

Arguments

u

Numeric vector with values in \((0,1)\) whose quantiles are desired.

alpha

Tail thickness parameter.

sigma

Scale parameter.

mu

Location parameter.

epsilon

Skewness parameter.

Author

Mahdi Teimouri

Examples

Run this code
qaep(runif(1), alpha = 1.5, sigma = 1, mu = 0, epsilon = 0.5)

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