pdfgld {lmomco} | R Documentation |
This function computes the probability density function of the Generalized Lambda distribution given parameters (xi, α, kappa, and h) of the distribution computed by pargld
or similar. The probability density function is
f(x) = {[(kappa(F)^{kappa-1} + h(F)^{h-1})*α]}^-1 mbox{at } x = Q(F)
where f(x) is the probability density function at x, Q(F is the quantile function for nonexceedance probability F.
pdfgld(x, gldpara, paracheck)
x |
A real value. |
gldpara |
The parameters from pargld or similar. |
paracheck |
A logical switch as to whether the validity of the parameters should be checked. Default is paracheck=TRUE . This switch is made so that the root solution needed for cdfgld exhibits an extreme speed increase because of the repeated calls to quagld . |
Probability density (f) for x.
W.H. Asquith
Karian, Z.A., and Dudewicz, E.J., 2000, Fitting statistical distributions—The generalized lambda distribution and generalized bootstrap methods: CRC Press, Boca Raton, FL, 438 p.
cdfgld
, quagld
, lmomgld
, pargld
# Using Karian and Dudewicz, 2000, p. 10 gld <- vec2par(c(0.0305,1/1.3673,0.004581,0.01020),type='gld') quagld(0.25,gld) # which equals about 0.028013 as reported by K&D pdfgld(0.028013,gld) # which equals about 43.04 as reported by K&D F <- seq(.001,.999,by=.001) x <- quagld(F,gld) #plot(x,pdfgld(x,gld),type='l',xlim=c(0,.1))