ppgnorm: A function to evaluate the $p$-generalized normal cdf
Description
The function evaluates the cdf of the univariate $p$-generalized normal distribution according to the density $$f(x,p,mean,\sigma)=(\sigma_p/ \sigma) \, C_p \, \exp \left( - \left( \frac{\sigma_p}{\sigma } \right)^p \frac{\left| x-mean \right|^p}{p} \right) ,$$ where $C_p=p^{1-1/p}/2/\Gamma(1/p)$ and $\sigma_p^2=p^{2/p} \, \Gamma(3/p)/\Gamma(1/p)$.Usage
ppgnorm(y, p, mean, sigma)
References
S. Kalke and W.-D. Richter (2013)."Simulation of the p-generalized Gaussian distribution." Journal of Statistical Computation and Simulation. Volume 83. Issue 4.