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greybox (version 2.0.2)

Distributions: Distribution functions of the greybox package

Description

The greybox package implements several distribution functions. In this document, I list the main functions and provide links to related resources.

Arguments

Author

Ivan Svetunkov, ivan@svetunkov.ru

Details

  • Generalised normal distribution (with a kurtosis parameter by Nadarajah, 2005): qgnorm, dgnorm, pgnorm, rgnorm.

  • S distribution (a special case of Generalised Normal with shape=0.5): qs, ds, ps, rs.

  • Laplace distribution (special case of Generalised Normal with shape=1): qlaplace, dlaplace, plaplace, rlaplace.

  • Asymmetric Laplace distribution (Yu & Zhang, 2005): qalaplace, dalaplace, palaplace, ralaplace.

  • Logit Normal distribution (Mead, 1965): qlogitnorm, dlogitnorm, plogitnorm, rlogitnorm.

  • Box-Cox Normal distribution (Box & Cox, 1964): qbcnorm, dbcnorm, pbcnorm, rbcnorm.

  • Folded Normal distribution: qfnorm, dfnorm, pfnorm, rfnorm.

  • Rectified Normal distribution: qrectnorm, drectnorm, prectnorm, rrectnorm.

  • Three parameter Log Normal distribution (Sangal & Biswas, 1970): qtplnorm, dtplnorm, ptplnorm, rtplnorm.

References

  • Nadarajah, Saralees. "A generalized normal distribution." Journal of Applied Statistics 32.7 (2005): 685-694.

  • Wikipedia page on Laplace distribution: https://en.wikipedia.org/wiki/Laplace_distribution.

  • Yu, K., & Zhang, J. (2005). A three-parameter asymmetric laplace distribution and its extension. Communications in Statistics - Theory and Methods, 34, 1867-1879. tools:::Rd_expr_doi("10.1080/03610920500199018")

  • Mead, R. (1965). A Generalised Logit-Normal Distribution. Biometrics, 21 (3), 721–732. doi: 10.2307/2528553

  • Box, G. E., & Cox, D. R. (1964). An Analysis of Transformations. Journal of the Royal Statistical Society. Series B (Methodological), 26(2), 211–252. Retrieved from https://www.jstor.org/stable/2984418

  • Sangal, B. P., & Biswas, A. K. (1970). The 3-Parameter Distribution Applications in Hydrology. Water Resources Research, 6(2), 505–515. tools:::Rd_expr_doi("10.1029/WR006i002p00505")

See Also

Distributions from the stats package.