pdfkap: Probability Density Function of the Kappa Distribution
Description
This function computes the probability density of the Kappa distribution given parameters (\(\xi\), \(\alpha\), \(\kappa\), and \(h\)) computed by parkap. The probability density function is
$$f(x) = \alpha^{-1} [1-\kappa(x - \xi)/\alpha]^{1/k-1} \times [F(x)]^{1-h}$$
where \(f(x)\) is the probability density for quantile \(x\), \(F(x)\) is the cumulative distribution function or nonexceedance probability at \(x\), \(\xi\) is a location parameter, \(\alpha\) is a scale parameter, and \(\kappa\) is a shape parameter.