GSDist <: ContinuousUnivariateDistribution

Generalized S-Distribution for approximating univariate distributions.

Arguments

• F₀: the reference quantile.
• x₀: the value at the reference quantile.
• α, g, k, γ: parameters of the Generalized S-Distribution
• dist: the underlying probability distribution.
• F: the cdf of the distribution.

GSDist(dist::UnivariateDistribution, F₀::Real=0.5;
n::Int=21, diff::Function=three_point_midpoint, h::Real=1.0)

Arguments

• dist::UnivariateDistribution: a univariate distribution.
• F₀::Real: the reference quantile to center the distribution around.
• n::Integer: the number of points on the distribution to use for least squares fit.
• diff::Function: one of the finite difference methods for gradient approximation.
• h::Real: the denominator used in the diff function.

Unregularized incomplete beta function.