Skip to contents

Q(u) = l1 + (u^l3 - (1 - u)^l4)/l2 with density 1/Q'(u).

Usage

GenLambda(
  x = NULL,
  l1 = 0,
  l2 = 1,
  l3 = 0.1,
  l4 = 0.1,
  p = NULL,
  n = 0,
  seed = 0
)

Arguments

x

Evaluation points.

l1, l2, l3, l4

Parameters.

p

Probabilities.

n

Number of draws.

seed

Philox seed.

Value

list(pdf, logpdf, cdf, quantile, random, support).

References

Ramberg, J. S. & Schmeiser, B. W. (1974). Communications of the ACM 17, 78-82.

Examples

GenLambda(p = 0.5, l1 = 1, l2 = 0.2, l3 = 0.13, l4 = 0.13)$quantile
#> [1] 1