parctan: Cumulative distribution function of arc tan model.

Description Usage Arguments Details Value Author(s) References Examples

View source: R/gendist.R

Description

Computes cdf of the arc tan model.

Usage

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parctan(q, alpha, spec, arg, lower.tail = TRUE, log.p = FALSE)

Arguments

q

scalar or vector of values to compute the cdf.

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.

lower.tail

logical; if TRUE, cdf are returned, otherwise 1-cdf.

log.p

logical; if TRUE, probabilities returned are given as log(cdf).

Details

The cdf of arc tan model with parameter α has a general form of:

F(q) = 1- \frac{\arctan(α (1-G(q)) )}{\arctan(α)}

for a≤q x≤q b where a and b follow the support of g(q). \arctan denote the inverse function of tangent. g(q) and G(q) are the pdf and cdf of parent distribution, respectively. Note also that α>0.

Value

An object of the same length as q, giving the cdf values computed at q.

Author(s)

Shaiful Anuar Abu Bakar

References

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.

Examples

1
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x=runif(10, min=0, max=1)
y=parctan(x, alpha=0.5, spec="lnorm", arg=list(meanlog=1,sdlog=2) )

gendist documentation built on May 2, 2019, 3:34 p.m.