dsubbotin {WALS}

Internal function: Subbotin density

Description

Subbotin density, uses the parametrization on pp. 131 of Magnus and De Luca (2016). Also called generalized normal distribution.

Usage

dsubbotin(x, q, b, log = FALSE)

Arguments

x

vector of quantiles.

q

q in Magnus and De Luca (2016). Parameter of reflected generalized gamma distribution. See below for details.

b

c in Magnus and De Luca (2016). Parameter of reflected generalized gamma distribution. See below for details.

log

logical; if TRUE, probabilities p are given as log(p).

Details

The density function is

\pi(x) = \frac{q c^{1/q}}{2 \Gamma(1/q)} \exp(-c |x|^{q}).

Value

Gives the (log-)density.

References

Magnus JR, De Luca G (2016). “Weighted-average least squares (WALS): A survey.” Journal of Economic Surveys, 30(1), 117-148. doi:10.1111/joes.12094.

See Also

subbotin.