qjshape: J-shaped quantile function

In ActuDistns: Functions for actuarial scientists

Description

Computes the quantile function of the J-shaped distribution

Usage

qjshape(x, u = 0.5, b = 1, nu = 1)

Arguments

x	scale or vector of values at which the integrated hazard rate function needs to be computed, values are positive and bounded below by b
u	scale or vector of positive values at which the integrated hazard rate function needs to be computed, must be of the same length as x
b	the value of b parameter, must be positive
nu	the value of nu parameter, must be positive

Value

An object of the same length as x, giving the hazard rate function values computed at x and u

Note

If incorrect values or inconsistent lengths are input for x, u or the model parameters then NaNs will be returned as the output.

Author(s)

Saralees Nadarajah

References

S. Nadarajah, S. A. A. Bakar, Tabulations of survival models for actuarial use, submitted

Examples

x=runif(10,min=0,max=1)
y=qjshape(x)

ActuDistns documentation built on May 30, 2017, 1:28 a.m.