DPQ

Density, Probability, Quantile ('DPQ') Computations

Last update: 1 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.5-4, 0.3-3, 0.3-5, 0.4-1, 0.4-2, 0.4-3, 0.4-4, 0.5-0, 0.5-1, 0.5-2, 0.5-3, 0.5-5, 0.5-6, 0.5-7, 0.5-8

Description

Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. – For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.

Cites work

JOHNSON, N. L., KOTZ, S.; KEMP, A. W.: Univariate discrete distributions. Second Edition — John Wiley & Sons 1992, 565 pp., £58.00

Cited In (1)

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