Johnson SU distribution

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

Usage

JohnsonSU(
  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

JohnsonSU(0.5)$cdf
#> [1] 0.684817