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gk (version 0.6.0)

z2gh: Transform standard normal draws to g-and-h draws.

Description

Transform standard normal draws to g-and-h draws.

Usage

z2gh(z, A, B, g, h, c = 0.8, type = c("generalised", "tukey"))

Value

A vector of g-and-h values.

Arguments

z

Vector of N(0,1) draws.

A

Vector of location parameters.

B

Vector of scale parameters. Must be positive.

g

Vector of g parameters.

h

Vector of h parameters.

c

Vector of c parameters. Often fixed at 0.8 which is the default.

type

Can be "generalised" (default) or "tukey".