Description Usage Arguments Details Value Author(s) References Examples
Computes cdf of the arc tan model.
1 |
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 |
log.p |
logical; if |
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.
An object of the same length as q
, giving the cdf values computed at q
.
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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