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ForestFit (version 2.4.3)

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 \(-\infty<\xi<\infty\).

Usage

pjsb(data, param, log.p = FALSE, lower.tail = TRUE)

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.p

If TRUE, then log(cdf) is returned.

lower.tail

If FALSE, then 1-cdf is returned.

Author

Mahdi Teimouri

Examples

Run this code
data<-rnorm(10)
param<-c(delta<-1, gamma<-3, lambda<-12, xi<-5)
pjsb(data, param, log.p = FALSE, lower.tail = TRUE)

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