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### actuar: Actuarial Functions and Heavy Tailed Distributions
###
### Definition of the {d,p,q,r,m,lev}burr functions to compute
### characteristics of the Inverse Burr distribution. The version used
### in these functions has cumulative distribution function
###
### Pr[X <= x] = (u/(1 + u))^shape1, u = (x/scale)^shape2, x > 0.
###
### See Appendix A of Klugman, Panjer & Willmot, Loss Models, Wiley.
###
### AUTHORS: Mathieu Pigeon, Vincent Goulet <vincent.goulet@act.ulaval.ca>
dinvburr <- function (x, shape1, shape2, rate = 1, scale = 1/rate,
log = FALSE)
.External(C_actuar_do_dpq, "dinvburr", x, shape1, shape2, scale, log)
pinvburr <- function(q, shape1, shape2, rate = 1, scale = 1/rate,
lower.tail = TRUE, log.p = FALSE)
.External(C_actuar_do_dpq, "pinvburr", q, shape1, shape2, scale,
lower.tail, log.p)
qinvburr <- function(p, shape1, shape2, rate = 1, scale = 1/rate,
lower.tail = TRUE, log.p = FALSE)
.External(C_actuar_do_dpq, "qinvburr", p, shape1, shape2, scale,
lower.tail, log.p)
rinvburr <- function(n, shape1, shape2, rate = 1, scale = 1/rate)
.External(C_actuar_do_random, "rinvburr", n, shape1, shape2, scale)
minvburr <- function(order, shape1, shape2, rate = 1, scale = 1/rate)
.External(C_actuar_do_dpq, "minvburr", order, shape1, shape2, scale, FALSE)
levinvburr <- function(limit, shape1, shape2, rate = 1, scale = 1/rate,
order = 1)
.External(C_actuar_do_dpq, "levinvburr", limit, shape1, shape2, scale,
order, FALSE)
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