pk | R Documentation |
This functions evaluates the cumulative distribution function at a certain data point.
pk(q, distr = NULL, mu = NULL, sigma = NULL)
For internal use
## The function is currently defined as
function(q, distr = NULL, mu = NULL, sigma = NULL) {
if (is.null(distr)) {
stop(msg)
}
else if (distr == 1) {
a <- ifelse(is.null(mu), 0, mu)
b <- ifelse(is.null(sigma), 1, sigma)
pk <- pnorm(q, mean = a, sd = b)
}
else if (distr == 2) {
a <- ifelse(is.null(mu), 1, mu^2 / sigma^2)
b <- ifelse(is.null(sigma), 1, mu / sigma^2)
pk <- pgamma(q, shape = a, rate = b)
}
else if (distr == 3) {
a <- ifelse(is.null(mu), 0.5, (1 - mu) * (mu / sigma)^2 -
mu)
b <- ifelse(is.null(sigma), 1 / sqrt(12), (mu * (1 - mu) / sigma^2 -
1) * (1 - mu))
if (any(c(a, b) <= 0)) {
stop(paste(
"\nNegative Beta parameters:\n a =", a,
";\t b =", b
))
}
pk <- pbeta(q, shape1 = a, shape2 = b)
}
else if (distr == 4) {
a <- ifelse(is.null(mu), 0, mu)
b <- ifelse(is.null(sigma), 1 / sqrt(2), sigma / sqrt(2))
pk <- ifelse(q < a, exp((q - a) / b) / 2, 1 - exp((a - q) / b) / 2)
}
else if (distr == 5) {
a <- ifelse(is.null(mu), exp(1 / 2), log(mu / sqrt(1 + (sigma / mu)^2)))
b <- ifelse(is.null(sigma), exp(1) * (exp(1) - 1), sqrt(log(1 +
(sigma / y)^2)))
pk <- plnorm(q, meanlog = a, sdlog = b)
}
else if (distr == 6) {
pk <- phalfcauchy(q, location = ifelse(is.null(mu), 0,
mu
), scale = ifelse(is.null(sigma), 1, sigma))
}
else if (distr == 7) {
pk <- phalfnorm(q,
mean = ifelse(is.null(mu), 0, mu),
sd = ifelse(is.null(sigma), 1, sigma)
)
}
else if (distr == 8) {
pk <- phalft(q, df = 10, mean = ifelse(is.null(mu), 0,
mu
), sd = ifelse(is.null(sigma), 1, sigma))
}
else if (distr == 9) {
pk <- punif(q, min = ifelse(is.null(mu), 0, mu), max = ifelse(is.null(sigma),
1, sigma
))
}
else if (distr == 10) {
pk <- ptnorm(q, mean = ifelse(is.null(mu), 0, mu), sd = ifelse(is.null(sigma),
1, sigma
), lower = 0.1)
}
else {
stop(msg)
}
return(pk)
}
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