R devel - Nov 2009 - p-generalized normal distribution

Hello,

I would like to know if there is an R-package available for computing the
density, distribution function, quantiles and random
numbers of the p-generalized normal distribution or if somebody is already
working on it.

Best regards,
Steve Kalke

There is a CRAN Task View for probability Distributions. take a look there!

Kjetil

On Tue, Nov 24, 2009 at 1:53 PM, Steve Kalke <steve.kalke at
uni-rostock.de> wrote:
> Hello,
>
> I would like to know if there is an R-package available for computing the
> density, distribution function, quantiles and random numbers of the
> p-generalized normal distribution or if somebody is already working on it.
>
> Best regards,
> Steve Kalke
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

He already asked... And I don t know any pkg implementing this  
distribution...

iPhone.fan

Le 26 nov. 2009 ? 21:22, Kjetil Halvorsen <kjetilbrinchmannhalvorsen at
gmail.co
m> a ?crit :
> There is a CRAN Task View for probability Distributions. take a look  
> there!
>
> Kjetil
>
> On Tue, Nov 24, 2009 at 1:53 PM, Steve Kalke <steve.kalke at
uni-rostock.de
> > wrote:
>> Hello,
>>
>> I would like to know if there is an R-package available for  
>> computing the
>> density, distribution function, quantiles and random numbers of the
>> p-generalized normal distribution or if somebody is already working  
>> on it.
>>
>> Best regards,
>> Steve Kalke
>>
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

Steve Kalke <steve.kalke <at> uni-rostock.de> writes:
> I would like to know if there is an R-package available for 
> computing the density, distribution function,
> quantiles and random 
> numbers of the p-generalized normal distribution or 
> if somebody is already working on it.
  I haven't been able to find out what the p-generalized normal
distribution is: the only paper I can find is

Sinz, F., and M. Bethge$. 2009. Characterization of the p-generalized 
normal distribution. Journal of Multivariate Analysis 100:817-820. 
doi: 10.1016/j.jmva.2008.07.006.

and I don't have access to it at the moment (although it does
at least hint that the required distribution is multivariate;
maybe p-dimensional?).  

 Is it the same as this?

Goodman, I. R., and S. Kotz. 1973. Multivariate ?-generalized normal
distributions. Journal of Multivariate Analysis 3:204-219. doi:
10.1016/0047-259X(73)90023-7.

  Where can we find a description?

  (Short answer: as far as I can tell, it doesn't exist in
R, but it would be good to have more information ...)