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ForestFit (version 2.2.3)

djsb: Computing the probability density function of Johnson's SB (JSB) distribution

Description

Computes the probability density function of the four-parameter JSB distibution given by $$ f\bigl(x\big|\Theta\bigr) = \frac {\delta \lambda}{\sqrt{2\pi}(x-\xi)(\lambda+\xi-x)}\exp\Biggl\{-\frac{1}{2}\Bigg[\gamma+\delta\log \biggl(\frac{x-\xi}{\lambda+\xi-x}\biggr) \Bigg]^2\Biggr\}, $$ where \(\xi<x<\lambda+\xi\), \(\Theta=(\delta,\gamma,\lambda,\xi)^T\) with \(\delta, \lambda> 0\), \(-\infty<\gamma<\infty\), and \(-\infty<\xi<\infty\).

Usage

djsb(data, param, log = FALSE)

Value

A vector of length n, giving random generated values from JSB distribution.

Arguments

data

Vector of observations.

param

Vector of the parameters \(\delta\), \(\gamma\), \(\lambda\), and \(\xi\).

log

If TRUE, then log(pdf) is returned.

Author

Mahdi Teimouri

Examples

Run this code
data<-rnorm(10)
param<-c(delta<-1, gamma<-3, lambda<-12, xi<-5)
djsb(data, param, log = FALSE)

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