order: Distributions of Order Statistics

Description Usage Arguments Value See Also Examples

Description

Density function, distribution function and random generation for a selected order statistic of a given number of independent variables from a specified distribution.

Usage

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dorder(x, densfun, distnfun, ..., distn, mlen = 1, j = 1,
      largest = TRUE, log = FALSE)
porder(q, distnfun, ..., distn, mlen = 1, j = 1, largest = TRUE,
      lower.tail = TRUE)  
rorder(n, quantfun, ..., distn, mlen = 1, j = 1, largest = TRUE) 

Arguments

x, q

Vector of quantiles.

n

Number of observations.

densfun, distnfun, quantfun

Density, distribution and quantile function of the specified distribution. The density function must have a log argument (a simple wrapper can always be constructed to achieve this).

...

Parameters of the specified distribution.

distn

A character string, optionally specified as an alternative to densfun, distnfun and quantfun such that the density, distribution and quantile functions are formed upon the addition of the prefixes d, p and q respectively.

mlen

The number of independent variables.

j

The order statistic, taken as the jth largest (default) or smallest of mlen, according to the value of largest.

largest

Logical; if TRUE (default) use the jth largest order statistic, otherwise use the jth smallest.

log

Logical; if TRUE, the log density is returned.

lower.tail

Logical; if TRUE (default) probabilities are P[X <= x], otherwise P[X > x].

Value

dorder gives the density function, porder gives the distribution function and qorder gives the quantile function of a selected order statistic from a sample of size mlen, from a specified distibution. rorder generates random deviates.

See Also

rextreme, rgev

Examples

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dorder(2:4, dnorm, pnorm, mean = 0.5, sd = 1.2, mlen = 5, j = 2)
dorder(2:4, distn = "norm", mean = 0.5, sd = 1.2, mlen = 5, j = 2)
dorder(2:4, distn = "exp", mlen = 2, j = 2)
porder(2:4, distn = "exp", rate = 1.2, mlen = 2, j = 2)
rorder(5, qgamma, shape = 1, mlen = 10, j = 2)

Example output

[1] 0.2300687782 0.0133524232 0.0001663078
[1] 0.2300687782 0.0133524232 0.0001663078
[1] 0.0366312778 0.0049575044 0.0006709253
[1] 0.9917703 0.9992534 0.9999323
[1] 1.6998847 0.7715514 1.4049845 1.2972775 2.7045204

evd documentation built on May 1, 2019, 10:11 p.m.