R help - Feb 2001 - Generalized Error Distribution (Exponential Power) CDF?

Hi all,

Just a random shot in the dark.  Does anyone have/know of a function for the 
CDF of a generalized error dist?  


-- 
Elliot Williams (ewilliams at ucsd.edu)
Economics Department, UC San Diego
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Hi Elliot,
I have a very short library in R that has routines (and related help pages)
to compute the density function, the distribution function, the quantiles
and to generate pseudo-random numbers for the following distribution:

f(x) = 1/(2*p^(1/p)*Gamma(1+1/p)*sigma)*exp[-(abs(x - mi)^p/(p*sigma^p)]
with p>=1.

If you (or anybody in this list) are interested to this library, I can send
it to you.

---------------------------------------------------------------
Prof. Angelo M. Mineo

Istituto di Statistica - Facolta' di Economia
Universita' degli Studi di Palermo
Viale delle Scienze
90128 Palermo - ITALY

tel.  : +39 091 6626239
fax   : +39 091 485726
e-mail: mineoeli at unipa.it
e-mail: elio.mineo at economia.unipa.it
Web   : http://statistica.economia.unipa.it/Elio
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Inviato: giovedì 1 febbraio 2001 20.57
A: R-Help
Oggetto: [R] Generalized Error Distribution (Exponential Power) CDF?



Hi all,

Just a random shot in the dark.  Does anyone have/know of a function for the
CDF of a generalized error dist?


--
Elliot Williams (ewilliams at ucsd.edu)
Economics Department, UC San Diego

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