qschabe: Schabe quantile function

In ActuDistns: Functions for actuarial scientists

Description

Computes the quantile function of the Schabe distribution

Usage

qschabe(x, u = 0.5, theta = 1, gamma = 0.5)

Arguments

x	scale or vector of values at which the integrated hazard rate function needs to be computed, must be positive and less than theta
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
theta	the value of theta parameter, must be positive
gamma	the value of gamma parameter, must be between zero and one

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=qschabe(x)

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