Description Usage Arguments Value References Examples
View source: R/FTG-probability.R
This function computes the probability of the full-tail gamma with the input sample data. The expression for the probability used is:
G(x; α, θ, ρ) = 1 - Γ≤ft(α, ρ≤ft(1 + \frac{x}{σ}\right)\right)/Γ(α, ρ).
1 |
x |
Sample data. |
threshold |
Minimum value of the tail. |
scale |
Scale parameter. |
shape |
Shape parameter. |
Gives the distribution function of the FTG. The length of the result is determined by the length of x.
del Castillo, Joan & Daoudi, Jalila & Serra, Isabel. (2012). The full-tails gamma distribution applied to model extreme values. ASTIN Bulletin. <doi:10.1017/asb.2017.9>.
1 | pFTG(1,1,1,1)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.