Density function, distribution function, quantile function, random generation for the unified EGPD distribution
dEGPD.GI(x, kappa, sig, xi)pEGPD.GI(x, kappa, sig, xi)
qEGPD.GI(p, kappa, sig, xi)
rEGPD.GI(n, kappa, sig, xi)
dEGPD.GI gives the density function, pEGPD.GI gives the distribution function, qEGPD.GI gives the quantile function, and rEGPD.GI generates random deviates.
Vector of quantiles
transformation parameter greater than 0
Scale parameter
Shape parameter
Vector of probabilities
Number of observations
Guillaume Evin