A module defining the TGGD distribution (as well as in log and ln space) in standard R style.

See the R package tggd for a similar implementation.

The distribution functions implemented here are described in detail in Murray, Robotham and Power, 2016.


Which distribution should I choose? The log/ln versions in this module are intended to provide the correct distribution when variates are drawn from a real-space TGGD, but there are priors on their uncertainty which operate in log-space (eg. a log-normal distribution). The likelihood of a given set of parameters is incorrect in such a case if the real-space version is used without an adjustment to the Jacobian.

Short answer: generally use TGGD, but if your variates must form a proper PDF in log-space, use the appropriate log-space version.


TGGD([scale, a, b, xmin]) The Truncated Generalised Gamma Distribution.
TGGDln([scale, a, b, xmin]) The Truncated Generalised Gamma Distribution in ln space.
TGGDlog([scale, a, b, xmin]) The Truncated Generalised Gamma Distribution in log10 space.