These functions provide information about the Box-Cox
distribution with location parameter equal to m, dispersion
equal to s, and power transformation equal to f: density,
cumulative distribution, quantiles, log hazard, and random generation.
The Box-Cox distribution has density
$$
f(y) =
\frac{1}{\sqrt{2 \pi \sigma^2}} \exp(-((y^\nu/\nu-\mu)^2/(2 \sigma^2)))/
(1-I(\nu<0)-sign(\nu)*pnorm(0,\mu,sqrt(\sigma)))$$
where \(\mu\) is the location parameter of the distribution,
\(\sigma\) is the dispersion, \(\nu\) is the family
parameter, \(I()\) is the indicator function, and \(y>0\).
\(\nu=1\) gives a truncated normal distribution.