Z = sinh(delta asinh((x - loc)/scale) - eps) ~ N(0, 1).
Density, distribution function, quantile and draws by inversion of the
morie Philox uniforms (identical in the Python arm).
Usage
SinhArcsinh(
x = NULL,
loc = 0,
scale = 1,
eps = 0,
delta = 1,
p = NULL,
n = 0,
seed = 0
)
Arguments
- x
Evaluation points.
- loc
Parameter.
- scale
Parameter.
- eps
Parameter.
- delta
Parameter.
- p
Probabilities for the quantile function.
- n
Number of random draws.
- seed
Philox seed.
Value
list(pdf, logpdf, cdf, quantile, random).
References
Jones, M. C. & Pewsey, A. (2009). Sinh-arcsinh distributions. Biometrika 96, 761-780.
Examples
SinhArcsinh(0.5)$cdf
#> [1] 0.6914625
