Wedge distribution — wedge • ggoutbreak

The wedge distribution has a support of 0 to 1 and has a linear probability density function over that support.

Arguments

n: number of observations
x: vector of quantiles
q: vector of quantiles
p: vector of probabilities
log: logical; if TRUE, probabilities p are given as log(p).
log.p: logical; if TRUE, probabilities p are given as log(p).
lower.tail: logical; if TRUE (default), probabilities are P[X<=x] otherwise P[X>x].
a: a gradient from -2 (left skewed) to 2 (right skewed)

Value

a vector of probabilities, quantiles, densities or samples.

Details

The rwedge can be combined with quantile functions to skew standard distributions, or introduce correlation or down weight certain parts of the distribution.

Examples


pwedge(seq(0,1,0.1), a=1)
#>  [1] 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5
dwedge(seq(0,1,0.1), a=1)
#>  [1] 0.000 0.055 0.120 0.195 0.280 0.375 0.480 0.595 0.720 0.855 1.000
qwedge(c(0.25,0.5,0.75), a=-1)
#> [1] 0.1771243 0.3819660 0.6339746

stats::cor(
  stats::qnorm(rwedge(1000, a=2)),
  stats::qnorm(rwedge(1000, a=-2))
)
#> [1] 0.06870263