qWeibullDist | R Documentation |

Density (PDF), distribution function (CDF), quantile function (inverted CDF), random generation, exepcted value, and hazard function for the q-Weibull distribution.

dqweibull(x, a = .8, qdist = 1.2, b = 1, forceExpectation = F) pqweibull(q, a = .8, qdist = 1.2, b = 1, forceExpectation = F) qqweibull(p, a = .8, qdist = 1.2, b = 1, forceExpectation = F) rqweibull(n = 1, a = .8, qdist = 1.2, b = 1, forceExpectation = F) qweibullExpectation(a = .8, qdist = 1.2, b = 1) qweibullHazard(x, a = .8, qdist = 1.2, b = 1, forceExpectation = F)

`x, q` |
vector of quantiles. |

`p` |
vector of probabilities. |

`n` |
number of observations. |

`a, qdist, b` |
parameters, see 'Details'. |

`forceExpectation` |
logical; if |

The PDF for the q-Weibull distribution is:

*f(ε) = (2-q)\frac{a}{b^a} ε^{a-1} ≤ft[1-(1-q)≤ft(\frac{ε}{b}\right)^a\right]^{\frac{1}{1-q}}*

The distribution was used for ACD models by Vuorenmaa (2009).

Vuorenmaa, T. (2009)
*A q-Weibull Autoregressive Conditional Duration Model with an Application to NYSE and HSE data.* Available at SSRN: http://ssrn.com/abstract=1952550.

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