djsu {tsdistributions}

Johnson's SU Distribution

Description

Density, distribution, quantile function and random number generation for Johnson's SU distribution parameterized in terms of mean, standard deviation, skew and shape parameters.

Usage

djsu(x, mu = 0, sigma = 1, skew = 1, shape = 0.5, log = FALSE)

pjsu(
  q,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 0.5,
  lower_tail = TRUE,
  log = FALSE
)

qjsu(
  p,
  mu = 0,
  sigma = 1,
  skew = 1,
  shape = 0.5,
  lower_tail = TRUE,
  log = FALSE
)

rjsu(n, mu = 0, sigma = 1, skew = 1, shape = 0.5)

Arguments

x, q

vector of quantiles.

mu

mean.

sigma

standard deviation.

skew

skew parameter.

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.