Johnson SB distribution — JohnsonSB • rmorie

Z = gamma + delta log(y/(1 - y)), y = (x - xi)/lam in (0, 1), Z ~ N(0, 1). Density, distribution function, quantile and draws by inversion of the morie Philox uniforms (identical in the Python arm).

Usage

JohnsonSB(
  x = NULL,
  gamma = 0,
  delta = 1,
  xi = 0,
  lam = 1,
  p = NULL,
  n = 0,
  seed = 0
)

Arguments

x: Evaluation points.
gamma: Parameter.
delta: Parameter.
xi: Parameter.
lam: Parameter.
p: Probabilities for the quantile function.
n: Number of random draws.
seed: Philox seed.

Value

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

References

Johnson, N. L. (1949). Systems of frequency curves generated by methods of translation. Biometrika 36, 149-176.

Examples

JohnsonSB(0.5)$cdf
#> [1] 0.5