mixqwe: Discreet mix of the q-Weibull and the exponential...

In ACDm: Tools for Autoregressive Conditional Duration Models

Discreet mix of the q-Weibull and the exponential distributions

Description

Density (PDF), distribution function (CDF), and hazard function for a discreetly mixed distribution of the q-Weibull and the exponential distributions.

Usage

dmixqwe(x, pdist = .5, a = .8, qdist = 1.5, lambda = .8, b = 1, forceExpectation = F)
pmixqwe(q, pdist = .5, a = .8, qdist = 1.5, lambda = .8, b = 1, forceExpectation = F)
mixqweHazard(x, pdist = .5, a = .8, qdist = 1.5, lambda = .8, b = 1, forceExpectation = F)

Arguments

x, q	vector of quantiles.
pdist, a, qdist, lambda, b	parameters, see 'Details'.
forceExpectation	logical; if TRUE, the expectation of the distribution is forced to be 1 by letting b be a function of the other parameters.

Details

The PDF for the mixed distribution is:

f(x) = p(2-q)\frac{a}{b^a} x^{a-1} ≤ft[1-(1-q)≤ft(\frac{x}{b}\right)^a\right]^{\frac{1}{1-q}} + (1-p)\frac{1}{λ}exp(-\frac{x}{λ})

if forceExpectation = TRUE the b parameter is a function of the other parameters to force the expectation to be 1.

See Also

qWeibullDist for the Q-Weibull distribution and pmixqww for Q-Weibull mixed with the ordinary Weibull.

ACDm documentation built on Nov. 16, 2022, 5:09 p.m.