Density, distribution function, quantile function
and random generation for the weighted normal distribution with
mean, standard deviation sd, steps steps
(or critical values) crit_x), and weights omega.
dwnorm(
x,
mean,
sd,
steps = if (!is.null(crit_x)) NULL,
omega,
crit_x = if (!is.null(steps)) NULL,
type = "two.sided",
log = FALSE
)pwnorm(
q,
mean,
sd,
steps = if (!is.null(crit_x)) NULL,
omega,
crit_x = if (!is.null(steps)) NULL,
type = "two.sided",
lower.tail = TRUE,
log.p = FALSE
)
qwnorm(
p,
mean,
sd,
steps = if (!is.null(crit_x)) NULL,
omega,
crit_x = if (!is.null(steps)) NULL,
type = "two.sided",
lower.tail = TRUE,
log.p = FALSE
)
rwnorm(
n,
mean,
sd,
steps = if (!is.null(crit_x)) NULL,
omega,
crit_x = if (!is.null(steps)) NULL,
type = "two.sided"
)
dwnorm gives the density, dwnorm gives the
distribution function, qwnorm gives the quantile function,
and rwnorm generates random deviates.
vector of quantiles.
mean
standard deviation.
vector of steps for the weight function.
vector of weights defining the probability of observing a t-statistics between each of the two steps.
vector of critical values defining steps
(if steps are not supplied).
type of weight function (defaults to "two.sided").
logical; if TRUE, probabilities
p are given as log(p).
logical; if TRUE (default), probabilities
are \(P[X \le x]\), otherwise, \(P[X \ge x]\).
vector of probabilities.
number of observations. If length(n) > 1, the length is taken to be the number required.
The mean, sd, steps, omega can be
supplied as a vectors (mean, sd) or matrices (steps,
omega) with length / number of rows equal to x/q/
p. Otherwise, they are recycled to the length of the result.