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Rsubbotools (version 0.0.1)

psubbo: Returns CDF from Subbotin Distribution

Description

The psubbo returns the Cumulative Distribution Function (CDF) from the the Subbotin evaluated at \(a\) and return \(z\), such that \(P(X < a) = z\).

Usage

psubbo(x, m = 0, a = 1, b = 2)

Value

a vector containing the values for the probabilities.

Arguments

x

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

m

(numeric) - location parameter.

a

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

b

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

Details

The Subbotin cumulative distribution function is given by: $$F(x;a,b,m) = 0.5 + 0.5 \text{sign}(x -m)P(x, 1/b)$$ where \(P\) is the normalized incomplete gamma function: $$P(x, 1/b) = 1 - \frac{1}{\Gamma(1/b)} \int_{0}^{x} t^{1/b -1}e^{-t} $$ and \(a\) is a scale parameter, \(b\) controls the tails (lower values represent fatter tails), and \(m\) is a location parameter.