Smix2: Survival function of 2-component discrete extreme value...

In crandep: Network Analysis of Dependencies of CRAN Packages

Survival function of 2-component discrete extreme value mixture distribution

Description

Smix2 returns the survival function at x for the 2-component discrete extreme value mixture distribution. The components below and above the threshold u are the (truncated) Zipf-polylog(alpha,theta) and the generalised Pareto(shape, sigma) distributions, respectively.

Usage

Smix2(x, u, alpha, theta, shape, sigma, phiu)

Arguments

x	Vector of positive integers
u	Positive integer representing the threshold
alpha	Real number, first parameter of the Zipf-polylog component
theta	Real number in (0, 1], second parameter of the Zipf-polylog component
shape	Real number, shape parameter of the generalised Pareto component
sigma	Real number, scale parameter of the generalised Pareto component
phiu	Real number in (0, 1), exceedance rate of the threshold u

Value

A numeric vector of the same length as x

See Also

dmix2 for the corresponding probability mass function, Spol and Smix3 for the survival functions of the Zipf-polylog and 3-component discrete extreme value mixture distributions, respectively.

crandep documentation built on Sept. 11, 2024, 8:01 p.m.