docs: public static double pdf(double x, double mu, double sigma, double xi) {
      x = (x - mu) / sigma;
      // Check support:
      if(x < 0 || (xi < 0 && x > -1. / xi)) {
        return 0.;
      }
      return ((xi == 0) ? 1. : FastMath.pow(1 + xi * x, -1 / xi - 1)) / sigma;
    }