llogis: Loglogistic Distribution

Description Usage Arguments Details Value Examples

Description

Loglogistic distribution with shape parameter tau and scale parameter lambda.

Usage

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dLlogis(x, shape, rate = 1/scale, scale = 1/rate)

pLlogis(q, shape, rate = 1/scale, scale = 1/rate, lower.tail = TRUE)

expValLlogis(shape, rate = 1/scale, scale = 1/rate)

varLlogis(shape, rate = 1/scale, scale = 1/rate)

kthMomentLlogis(k, shape, rate = 1/scale, scale = 1/rate)

expValLimLlogis(d, shape, rate = 1/scale, scale = 1/rate)

expValTruncLlogis(d, shape, rate = 1/scale, scale = 1/rate, less.than.d = TRUE)

stopLossLlogis(d, shape, rate = 1/scale, scale = 1/rate)

meanExcessLlogis(d, shape, rate = 1/scale, scale = 1/rate)

VatRLlogis(kap, shape, rate = 1/scale, scale = 1/rate)

TVatRLlogis(kap, shape, rate = 1/scale, scale = 1/rate)

Arguments

x

vector of quantiles.

shape

shape parameter tau, must be positive

rate

rate parameter beta, must be positive.

scale

alternative parameterization to the rate parameter, scale = 1 / rate.

q

vector of quantiles.

lower.tail

logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

k

kth-moment.

d

cut-off value.

less.than.d

logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.

kap

probability.

Details

The loglogistic distribution with shape parameter t and scale parameter lam has density:

f(x) = t lam^t x^(t - 1) / (lam^t + x^t)^2

for x > 0, lam, t > 0.

Value

Function :

Invalid parameter values will return an error detailing which parameter is problematic.

Examples

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dLlogis(x = 2, shape = 2, scale = 4)

# With scale parameter
pLlogis(q = 3, shape = 3, scale = 5)

# With rate parameter
pLlogis(q = 3, shape = 3, rate = 0.2)

# Survival function
pLlogis(q = 3, shape = 3, rate = 0.2, lower.tail = FALSE)

expValLlogis(shape = 2, scale = 4)

varLlogis(shape = 3, scale = 4)

kthMomentLlogis(k = 3, shape = 5, scale = 4)

expValLimLlogis(d = 2, shape = 2, scale = 4)

# With rate parameter
expValTruncLlogis(d = 2, shape = 2, scale = 4)

# Values greater than d
expValTruncLlogis(d = 2, shape = 2, scale = 4, less.than.d = FALSE)

stopLossLlogis(d = 2, shape = 2, scale = 4)

meanExcessLlogis(d = 3, shape = 2, scale = 4)

# With scale parameter
VatRLlogis(kap = .2, shape = 2, scale = 4)

# With rate parameter
VatRLlogis(kap = .2, shape = 2, rate = 0.25)

# With scale parameter
TVatRLlogis(kap = .2, shape = 3, scale = 4)

# With rate parameter
TVatRLlogis(kap = .2, shape = 3, rate = 0.25)

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.