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lmom (version 3.2)

cdfglo: Generalized logistic distribution

Description

Distribution function and quantile function of the generalized logistic distribution.

Usage

cdfglo(x, para = c(0, 1, 0))
quaglo(f, para = c(0, 1, 0))

Value

cdfglo gives the distribution function;

quaglo gives the quantile function.

Arguments

x

Vector of quantiles.

f

Vector of probabilities.

para

Numeric vector containing the parameters of the distribution, in the order \(\xi, \alpha, k\) (location, scale, shape).

Details

The generalized logistic distribution with location parameter \(\xi\), scale parameter \(\alpha\) and shape parameter \(k\) has distribution function $$F(x)=1/\lbrace 1+\exp(-y)\rbrace$$ where $$y=-k^{-1}\log\lbrace1-k(x-\xi)/\alpha\rbrace,$$ with \(x\) bounded by \(\xi+\alpha/k\) from below if \(k<0\) and from above if \(k>0\), and quantile function $$x(F)=\xi+{\alpha\over k}\biggl\lbrace1-\biggl({1-F \over F}\biggr)^k\biggr\rbrace.$$

The logistic distribution is the special case \(k=0\).

See Also

cdfkap for the kappa distribution, which generalizes the generalized logistic distribution.

Examples

Run this code
# Random sample from the generalized logistic distribution
# with parameters xi=0, alpha=1, k=-0.5.
quaglo(runif(100), c(0,1,-0.5))

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