dsubbotin {WALS} | R Documentation |
Subbotin density, uses the parametrization on pp. 131 of Magnus and De Luca (2016). Also called generalized normal distribution.
dsubbotin(x, q, b, log = FALSE)
x |
vector of quantiles. |
q |
|
b |
|
log |
logical; if TRUE, probabilities p are given as log(p). |
The density function is
\pi(x) = \frac{q c^{1/q}}{2 \Gamma(1/q)} \exp(-c |x|^{q}).
Gives the (log-)density.
Magnus JR, De Luca G (2016). “Weighted-average least squares (WALS): A survey.” Journal of Economic Surveys, 30(1), 117-148. doi:10.1111/joes.12094.