cdfft {cdfquantreg}

The Family of Finite-Tailed Distributions

Description

Density function, distribution function, quantile function, and random generation of variates for a specified cdf-quantile distribution.

Usage

cdfft(q, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

pdfft(y, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

qqft(p, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

rqft(n, sigma, theta, fd, sd, mu = NULL, inner = TRUE, version)

Arguments

q

vector of quantiles.

sigma

vector of standard deviations.

theta

vector of skewness.

fd

A string that specifies the parent distribution. At the moment, only "arcsinh", "cauchit" and "t2" can be used. See details.

sd

A string that specifies the child distribution. At the moment, only "arcsinh", "cauchy" and "t2" can be used. See details.

mu

vector of means if 3-parameter case is used.

inner

A logic value that indicates if the inner (inner = TRUE) case or outer (inner = FALSE) will be used.

version

A string indicates that which version will be used. "V" is the tilt parameter function while "W" indicates the Jones Pewsey transformation.

y

vector of quantiles.

p

vector of probabilities.

n

Number of random samples.

Value

pdfft gives the density, rqft generates random variate, qqft gives the quantile function, and cdfft gives the cumulative density of specified distribution.