pjsb: Computing the cumulative distribution function of Johnson's SB (JSB) distribution
Description
Computes the cumulative distribution function of the four-parameter JSB distibution given by
$$
F\bigl(x\big|\Theta\bigr) = \int_{\xi}^{x}\frac {\delta \lambda}{\sqrt{2\pi}(u-\xi)(\lambda+\xi-u)}\exp\Biggl\{-\frac{1}{2}\Bigg[\gamma+\delta\log \biggl(\frac{u-\xi}{\lambda+\xi-u}\biggr) \Bigg]^2\Biggr\} du,
$$
where \(\xi<x<\lambda+\xi\), \(\Theta=(\delta,\gamma,\lambda,\xi)^T\) with \(\delta, \lambda> 0\), \(-\infty<\gamma<\infty\), and \(-\infty<\xi<\infty\).