Distribution functions of the greybox package
The greybox package implements several distribution functions. In this document, I list the main functions and provide links to related resources.
Details
- Generalised normal distribution (with a kurtosis parameter by Nadarajah, 2005): qgnorm , dgnorm , pgnorm , rgnorm .
- S distribution (a special case of Generalised Normal with shape=0.5): qs , ds , ps , rs .
- Laplace distribution (special case of Generalised Normal with shape=1): qlaplace , dlaplace , plaplace , rlaplace .
- Asymmetric Laplace distribution (Yu & Zhang, 2005): qalaplace , dalaplace , palaplace , ralaplace .
- Logit Normal distribution (Mead, 1965): qlogitnorm , dlogitnorm , plogitnorm , rlogitnorm .
- Box-Cox Normal distribution (Box & Cox, 1964): qbcnorm , dbcnorm , pbcnorm , rbcnorm .
- Folded Normal distribution: qfnorm , dfnorm , pfnorm , rfnorm .
- Rectified Normal distribution: qrectnorm , drectnorm , prectnorm , rrectnorm .
- Three parameter Log Normal distribution (Sangal & Biswas, 1970): qtplnorm , dtplnorm , ptplnorm , rtplnorm .
References
- Nadarajah, Saralees. "A generalized normal distribution." Journal of Applied Statistics 32.7 (2005): 685-694.
- Wikipedia page on Laplace distribution: https://en.wikipedia.org/wiki/Laplace_distribution.
- Yu, K., & Zhang, J. (2005). A three-parameter asymmetric laplace distribution and its extension. Communications in Statistics - Theory and Methods, 34, 1867-1879. tools:::Rd_expr_doi("10.1080/03610920500199018")
- Mead, R. (1965). A Generalised Logit-Normal Distribution. Biometrics, 21 (3), 721–732. doi: 10.2307/2528553
- Box, G. E., & Cox, D. R. (1964). An Analysis of Transformations. Journal of the Royal Statistical Society. Series B (Methodological), 26(2), 211–252. Retrieved from https://www.jstor.org/stable/2984418
- Sangal, B. P., & Biswas, A. K. (1970). The 3-Parameter Distribution Applications in Hydrology. Water Resources Research, 6(2), 505–515. tools:::Rd_expr_doi("10.1029/WR006i002p00505")
See Also
Distributions
from the stats package.
Author(s)
Ivan Svetunkov, ivan@svetunkov.ru
Ivan Svetunkov, ivan@svetunkov.com