Hi,
I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x
comes from a Subbotin Distribution, whose density function is:
function(x,location,scale,tail) # Exponential power (=Subbotin)
{
const- 2*scale*tail^(1/tail) *gamma(1+1/tail)
z- (x-location)/scale
Hello!
I've fitted a time series to the exponential power density (Subbotin) with the
following function:
library(MASS)
dep- function(x,location,scale,tail) # Exponential power (=Subbotin)
{
const- 2*scale*tail^(1/tail) *gamma(1+1/tail)
z- (x-location)/scale
exp(-1/tail*abs(z)^tail)/const
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