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Rsubbotools (version 0.0.1)

dsep: Returns density from Skewed Exponential Power distribution

Description

The dsep returns the density at point x for the Gamma distribution with parameters \(a\), \(b\).

Usage

dsep(x, m = 0, a = 1, b = 1, lambda = 1)

Value

a vector containing the values for the densities.

Arguments

x

(numeric) - value in the range \((-\infty, \infty)\) to evaluate the density.

m

(numeric) - location parameter. Must be in the range \((-\infty, \infty)\).

a

(numeric) - scale parameter. Must be in the range \((0, \infty)\).

b

(numeric) - shape parameter. Must be in the range \((0, \infty)\).

lambda

(numeric) - skewness parameter. Must be in the range \((-\infty, \infty)\).

Details

The SEP is a exponential power distribution controlled by four parameters, with formula: $$ f(x; m, b, a, \lambda) = 2 \Phi(w) e^{-|z|^b/b}/(c)$$ where: $$z = (x-m)/a$$ $$w = sign(z) |z|^{(b/2)} \lambda \sqrt{2/b}$$ $$c = 2 ab^{(1/b)-1} \Gamma(1/b)$$ with \(\Phi\) the cumulative normal distribution with mean zero and variance one.