psep

The <code>psep</code> returns the Cumulative Distribution Function at point x for
the Skewed Exponential Power distribution with parameters \(a\), \(b\).

Create densities, probabilities, random numbers, quantiles, and maximum likelihood estimation for several
distributions, mainly the symmetric and asymmetric power exponential (AEP), a.k.a. the Subbottin family of
distributions, also known as the generalized error distribution.
Estimation is made using the design of Bottazzi (2004) <https://ideas.repec.org/p/ssa/lemwps/2004-14.html>, where
the likelihood is maximized by several optimization procedures using the 'GNU Scientific Library (GSL)', translated to 'C++'
code, which makes it both fast and accurate. The package also provides methods for the gamma, Laplace, and Asymmetric
Laplace distributions.

Elias Haddad

Rsubbotools

Fast Estimation of Subbottin and AEP Distributions (Generalized
Error Distribution)

Giulio  Bottazzi

Fernando J.  Von Zuben

Jochen  Voss

J.D.  Lamb

Brian  Gough

psep function

<dl><dt>x</dt>
<dd><ul>
<li>vector with values to evaluate CDF.</li>
</ul></dd>
<dt>m</dt>
<dd><ul>
<li>the location parameter.</li>
</ul></dd>
<dt>a</dt>
<dd><ul>
<li>the scale parameter.</li>
</ul></dd>
<dt>b</dt>
<dd><ul>
<li>the shape parameter</li>
</ul></dd>
<dt>lambda</dt>
<dd><ul>
<li>the skewness parameter.</li>
</ul></dd></dl>

Arguments

Returns CDF from the Skewed Exponential Power distribution — psep

<dl>

<dt>x</dt>
<dd><ul>
<li>vector with values to evaluate CDF.</li>
</ul></dd>


<dt>m</dt>
<dd><ul>
<li>the location parameter.</li>
</ul></dd>


<dt>a</dt>
<dd><ul>
<li>the scale parameter.</li>
</ul></dd>


<dt>b</dt>
<dd><ul>
<li>the shape parameter</li>
</ul></dd>


<dt>lambda</dt>
<dd><ul>
<li>the skewness parameter.</li>
</ul></dd>

</dl>

psep: Returns CDF from the Skewed Exponential Power distribution

Description

Usage

Value

Arguments

Details