dmix3 | R Documentation |
dmix3
returns the PMF at x for the 3-component discrete extreme value mixture distribution. The component below v is the (truncated) Zipf-polylog(alpha1,theta1) distribution, between v & u the (truncated) Zipf-polylog(alpha2,theta2) distribution, and above u the generalised Pareto(shape, sigma) distribution.
dmix3(x, v, u, alpha1, theta1, alpha2, theta2, shape, sigma, phi1, phi2, phiu)
x |
Vector of positive integers |
v |
Positive integer representing the lower threshold |
u |
Positive integer representing the upper threshold |
alpha1 |
Real number, first parameter of the Zipf-polylog component below v |
theta1 |
Real number in (0, 1], second parameter of the Zipf-polylog component below v |
alpha2 |
Real number, first parameter of the Zipf-polylog component between v & u |
theta2 |
Real number in (0, 1], second parameter of the Zipf-polylog component between v & u |
shape |
Real number, shape parameter of the generalised Pareto component |
sigma |
Real number, scale parameter of the generalised Pareto component |
phi1 |
Real number in (0, 1), proportion of values below v |
phi2 |
Real number in (0, 1), proportion of values between v & u |
phiu |
Real number in (0, 1), exceedance rate of the threshold u |
A numeric vector of the same length as x
Smix3
for the corresponding survival function, dpol
and dmix2
for the PMFs of the Zipf-polylog and 2-component discrete extreme value mixture distributions, respectively.
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