g-and-k and g-and-h Distribution Functions
Approximate Bayesian computation inference
Single batch of ABC
Finite difference stochastic approximation inference
Exchange rate example
g-and-h distribution functions
g-and-k distribution functions
Improper uniform log density
Check validity of g-and-k or g-and-h parameters
Check validity of g-and-k or g-and-h parameters
Calculate log sum exp safely
Markov chain Monte Carlo inference
Convert octiles to moment estimates
Order statistics
Distribution function for the g-and-h distribution
Distribution function for the g-and-k distribution
Project into a region
g-and-h Q derivative
g-and-h Q log derivative
g-and-k Q derivative
g-and-k Q log derivative
Transform standard normal draws to g-and-h draws.
Transform standard normal draws to g-and-k draws.
Functions for the g-and-k and generalised g-and-h distributions.