ddist: Reparametrized Distributions
In PTSR: Positive Time Series Regression

ddist

R Documentation

Reparametrized Distributions

Description

Density function and random numbers generation for models with support on the positive real line.

Usage

d.betap(x, mu, varphi, log = FALSE)

r.betap(n, mu, varphi)

d.F(x, mu, varphi, log = FALSE)

r.F(n, mu, varphi)

d.gamma(x, mu, varphi, log = FALSE)

r.gamma(n, mu, varphi)

d.invGauss(x, mu, varphi, log = FALSE)

r.invGauss(n, mu, varphi)

d.logLogis(x, mu, varphi, log = FALSE)

r.logLogis(n, mu, varphi)

d.logNorm(x, mu, varphi, log = FALSE)

r.logNorm(n, mu, varphi)

d.chi(x, mu, log = FALSE, ...)

r.chi(n, mu, ...)

d.ray(x, mu, log = FALSE, ...)

r.ray(n, mu, ...)

Arguments

`x`	vector of real values
`mu`	non-negative parameter (the distribution's mean. See ‘Details’)
`varphi`	non-negative parameter
`log`	logical; if TRUE, probabilities `p` are given as `log(p)`.
`n`	sample size
`...`	for compatibility with other functions

Details

For the reparametrized Beta-Prime distribution, the functions dbetapr and rbetapr are imported from the extraDistr package. The following holds

shape1 = mu*varphi

shape2 = varphi + 1

scale = 1

For the reparametrized F distribution, the functions df and rf are imported from stats. The following holds

df1 = varphi

df2 = 2*mu/(mu - 1)

so that the parameter \mu must satisfy \mu > 1.

For the reparametrized Gamma distribution, the functions dgamma and rgamma are imported from stats. The following holds

shape = varphi

rate = varphi/mu

For the reparametrized Inverse Gaussian distribution, the functions dinvGauss and rinvGauss are imported from the SuppDists package. The following holds

nu = mu

lambda = 1/varphi

For the reparametrized Log-logistic distribution, the functions dllogis and rllogis a are imported from the actuar package. The following holds

shape = varphi

rate = (pi/varphi)/(mu*sin(pi/varphi))

For the reparametrized Log-Normal distribution, the functions dlnorm and rlnorm are imported from stats. The following holds

meanlog = log(mu) - varphi^2/2

sdlog = varphi

For the reparametrized Chi-squared F distribution, the functions dchisq and rchisq are imported from stats. The following holds

df = mu

For the reparametrized Rayleigh distribution, the functions drayleigh and rrayleigh are imported from extraDistr package. The following holds

sigma = mu/sqrt(pi/2)