wikum / tukeyGH

tukeyGH

The purpose of this package is to provide the basic probablity functions for Tukey's g-and-h transformation. And also provide a function that esitimates the g-and-h parameters for a given sample (or theoretical distribution).

The package includes:

1. rgh Generate a random sample from g-and-h
2. qgh Compute the quantiles for a given g-and-h distribution
3. pgh Compute the distribution for a given g-and-h distribution
4. dgh Compute the density for a given g-and-h distribution
5. qFit Esitimate g and h via quantile method