isValid {gk}

Check validity of g-and-k or g-and-h parameters

Description

Check whether parameter choices produce a valid g-and-k or g-and-h distribution.

Usage

isValid(
  g,
  k_or_h,
  c = 0.8,
  model = c("gk", "generalised_gh", "tukey_gh", "gh"),
  initial_z = seq(-1, 1, 0.2)
)

Arguments

g

Vector of g parameters.

k_or_h

Vector of k or h parameters.

c

Vector of c parameters.

model

Which model to check: "gk", "generalised_gh" or "tukey_gh". For backwards compatibility, "gh" acts the same as "generalised_gh".

initial_z

Vector of initial z values to use in each optimisation.

Details

This function tests whether parameter choices provide a valid distribution. Only g k and c parameters need be supplied as A and B>0 have no effect. The function operates by numerically minimising the derivative of the quantile function, and returning TRUE if the minimum is positive. It is possible that a local minimum is found, so it is recommended to use multiple optimisation starting points, and to beware that false positive may still result!

Value

Logical vector denoting whether each parameter combination is valid.

Examples

isValid(0:10, -0.5)
isValid(0:10, 0.5, c=0.9, model="generalised_gh")
isValid(0:10, 0.5, model="tukey_gh")