Description Usage Arguments Details Value Author(s) References Examples
Computes pdf of the arc tan model.
1 |
x |
scalar or vector of values to compute the pdf. |
alpha |
the value of α parameter, α>0. |
spec |
a character string specifying the parent distribution (for example, "lnorm" if the parent distribution corresponds to the lognormal). |
arg |
list of arguments/parameters of the parent distribution. |
log |
logical; if |
The pdf of arc tan model with parameter α has a general form of:
f(x) = \frac{1}{\arctan(α)} \frac{α g(x)}{1 + (α (1-G(x)))^{2}}
for a≤q x≤q b where a and b follow the support of g(x). \arctan denote the inverse function of tangent. g(x) and G(x) are the pdf and cdf of parent distribution, respectively. Note also that α>0.
An object of the same length as x
, giving the pdf values computed at x
.
Shaiful Anuar Abu Bakar
Abu Bakar, S. A., Nadarajah, S., Adzhar, Z. A. A. K., & Mohamed, I. (2016). gendist: An R package for generated probability distribution models. PloS one, 11(6).
Gomez-Deniz, E., & Calderin-Ojeda, E. Modelling insurance data with the pareto arctan distribution. ASTIN Bulletin, 1-22.
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