ct: The Censored Student-t Distribution

In crch: Censored Regression with Conditional Heteroscedasticity

The Censored Student-t Distribution

Description

Density, distribution function, quantile function, and random generation for the left and/or right censored student-t distribution with df degrees of freedom.

Usage

dct(x, location = 0, scale = 1, df, left = -Inf, right = Inf, log = FALSE)

pct(q, location = 0, scale = 1, df, left = -Inf, right = Inf, 
  lower.tail = TRUE, log.p = FALSE)

qct(p, location = 0, scale = 1, df, left = -Inf, right = Inf, 
  lower.tail = TRUE, log.p = FALSE)

rct(n, location = 0, scale = 1, df, left = -Inf, right = Inf)

Arguments

x, q	vector of quantiles.
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
location	location parameter.
scale	scale parameter.
df	degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.
left	left censoring point.
right	right censoring point.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x].

Details

If location or scale are not specified they assume the default values of 0 and 1, respectively. left and right have the defaults -Inf and Inf respectively.

The censored student-t distribution has density f(x):

T((left - \mu)/\sigma)	if x \le left
1 - T((right - \mu)/\sigma)	if x \ge right
\tau((x - \mu)/\sigma)/\sigma	if left < x < right

where T and \tau are the cumulative distribution function and probability density function of the student-t distribution with df degrees of freedom respectively, \mu is the location of the distribution, and \sigma the scale.

Value

dct gives the density, pct gives the distribution function, qct gives the quantile function, and rct generates random deviates.

See Also

dt

crch documentation built on Sept. 30, 2024, 9:22 a.m.