dged {tsdistributions}

Generalized Error Distribution

Description

Density, distribution, quantile function and random number generation for the generalized error distribution parameterized in terms of mean, standard deviation and shape parameters.

Usage

dged(x, mu = 0, sigma = 1, shape = 2, log = FALSE)

pged(q, mu = 0, sigma = 1, shape = 2, lower_tail = TRUE, log = FALSE)

qged(p, mu = 0, sigma = 1, shape = 2, lower_tail = TRUE, log = FALSE)

rged(n, mu = 0, sigma = 1, shape = 2)

Arguments

x, q

vector of quantiles.

mu

mean.

sigma

standard deviation.

shape

shape parameter.

log

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

lower_tail

if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].

p

vector of probabilities.

n

Number of observations.

Value

d gives the density, p gives the distribution function, q gives the quantile function and r generates random deviates. Output depends on x or q length, or n for the random number generator.