logit

invlogit

The logit and invlogit functions, widely used in this package, are wrappers 
of <code><a href="/link/qlogis?package=FatTailsR&version=2.0.0" data-mini-rdoc="FatTailsR::qlogis">qlogis</a></code> and <code><a href="/link/plogis?package=FatTailsR&version=2.0.0" data-mini-rdoc="FatTailsR::plogis">plogis</a></code> functions.

Kiener distributions K1, K2, K3, K4 and K7 to characterize
distributions with left and right, symmetric or asymmetric fat tails in
finance, neuroscience and other disciplines. Two algorithms to estimate the
distribution parameters, quantiles, value-at-risk and expected shortfall.
IMPORTANT: Standardization has been changed in versions >= 2.0.0 to get
sd = 1 when kappa = Inf rather than 2*pi/sqrt(3) in versions <= 1.8.6.
This affects parameter g (other parameters stay unchanged). Do not update
if you need consistent comparisons with previous results for the g parameter.

Patrice Kiener

FatTailsR

Kiener Distributions and Fat Tails in Finance and Neuroscience

logit function

<dl><dt>p</dt>
<dd>numeric. one value or a vector between 0 and 1.</dd>
<dt>x</dt>
<dd>numeric. one value or a vector of numerics.</dd></dl>

Arguments

The logit and invlogit functions, widely used in this package, are wrappers 
of <code><a href='https://rdrr.io/r/stats/Logistic.html'>qlogis</a></code> and <code><a href='https://rdrr.io/r/stats/Logistic.html'>plogis</a></code> functions.

Logit and Invlogit Functions — logit

<dl>

<dt>p</dt>
<dd>numeric. one value or a vector between 0 and 1.</dd>


<dt>x</dt>
<dd>numeric. one value or a vector of numerics.</dd>

</dl>

logit: Logit and Invlogit Functions

Description

Usage

Arguments

Details

Examples