gldist (version 2160.1)

gldist: An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution.

Description

Density, distribution function, quantile function, quantile density function and random generation for the generalized Tukey Lambda distribution in asymmetry-steepness parametrization. It has location equal to the 'median', scale equal to the inter-quartile range and tow shape parameters 'chi' and 'xi'.

Usage

dgl(x, med = 0, iqr = 1, chi = 0, xi = 0.6, maxit = 1000L)
pgl(q, med = 0, iqr = 1, chi = 0, xi = 0.6, maxit = 1000L)
qgl(p, med = 0, iqr = 1, chi = 0, xi = 0.6)
qdgl(p, med = 0, iqr = 1, chi = 0, xi = 0.6)
rgl(n, med = 0, iqr = 1, chi = 0, xi = 0.6)

Arguments

x,q

vector of quantiles.

p

vector of probabilities.

n

number of observations. If 'length(n) > 1', the length is taken to be the number required.

med

location parameter (median). If 'length(med) == 4', the vector is taken as a description of all four paramters of the distribution.

iqr

scale parameter (inter-quartile range).

chi

asymmetry parameter with range -1 < chi < 1.

xi

steepness parameter with range 0 < xi < 1.

maxit

maximum number of iteration when calculation inverse of quantile function.

Value

• 'dgl' gives the density, 'pgl' gives the distribution function, 'qgl' gives the quantile function, 'qdgl' gives the quantile density function, and 'rgl' generates random deviates.

source

Y. Chalabi, D. J. Scott and D. Wuertz, An Asymmetry-Steepness Parameterization of the Generalized Lambda Distribution. Working paper, 2012.

See Also

fitgl, gldist-package