It is replaced by GeneralizedGammaDistribution.jl
Generalized gamma distribution, and inverse generalized gamma distribution.
Examples
Construct a distribution with same parameterization as the wikipedia page for Generalized gamma distribution.
d = gengamma_wiki(a,d,p)The parameters must satisfy either d>0, p>0 or d<0, p<0.
Random sample
rand(d)Compute the mean (which does not exist for -1<d<0)
mean(d)Construct a distribution with same parameterization as the wikipedia page
except b=a^(-p)
d = gengamma1(b,d,p)Construct a distribution with alternate parameterization
GenGamma(μ, σ, Q)The parameters are related via
μ = log(a) + (log(abs(d)) - log(abs(p)))/p,
σ = 1/sqrt(p*d), Q = sqrt(p/d), and
d= 1/(σ*Q), p= Q/σ,
a= abs(Q)^(2*Q/σ)*exp(μ)
Retrieve parameters
params(d)
params_wiki(d)
params1(d)For p=-1 and d<0, the distribution is the
Inverse gamma distribution,
with α = -d.