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