| dgin {ginormal} | R Documentation |
Density for the generalized inverse normal distribution
Description
Density for the generalized inverse normal distribution
Usage
dgin(z, alpha, mu, tau, log = TRUE, quasi = FALSE)
Arguments
z |
quantile. |
alpha |
degrees-of-freedom parameter. |
mu |
similar to location parameter, controls asymmetry of the distribution. |
tau |
similar to scale parameter, controls spread of the distribution. |
log |
logical; should the log of the density be returned? Defaults to TRUE. |
quasi |
logical; should the quasi-density value be returned? Defaults to FALSE. |
Details
Currently, only scalars are supported for the quantile and parameter values.
Density is supported on the entire real line, z and mu can take any value
in (-\infty, \infty). Density is only defined for parameter values
alpha > 1 or tau > 0, so it is set to 0 outside of these values.
The quasi-density or kernel is the density without the normalization constant,
use quasi = TRUE for this behavior.
Value
Numeric scalar with density.
Examples
# Computing (log) density
dgin(z = 1, alpha = 3, mu = 1, tau = 1, log = TRUE, quasi = FALSE)
# Generalized inverse normal density with alpha = 5, mu = 0, tau = 1
z_vals <- seq(-5, 5, length.out = 200)
fz_unc <- sapply(z_vals, function(z) dgin(z, 5, 0, 1, FALSE))
plot(z_vals, fz_unc, type = "l", xlab = 'Values', ylab = 'Density')