pgkw: Generalized Kumaraswamy Distribution CDF

In gkwreg: Generalized Kumaraswamy Regression Models for Bounded Data

Generalized Kumaraswamy Distribution CDF

Description

Computes the cumulative distribution function (CDF) for the five-parameter Generalized Kumaraswamy (GKw) distribution, defined on the interval (0, 1). Calculates P(X \le q).

Usage

pgkw(q, alpha, beta, gamma, delta, lambda, lower_tail = TRUE, log_p = FALSE)

Arguments

q	Vector of quantiles (values generally between 0 and 1).
alpha	Shape parameter alpha > 0. Can be a scalar or a vector. Default: 1.0.
beta	Shape parameter beta > 0. Can be a scalar or a vector. Default: 1.0.
gamma	Shape parameter gamma > 0. Can be a scalar or a vector. Default: 1.0.
delta	Shape parameter delta >= 0. Can be a scalar or a vector. Default: 0.0.
lambda	Shape parameter lambda > 0. Can be a scalar or a vector. Default: 1.0.
lower_tail	Logical; if TRUE (default), probabilities are P(X \le q), otherwise, P(X > q).
log_p	Logical; if TRUE, probabilities p are given as \log(p). Default: FALSE.

Details

The cumulative distribution function (CDF) of the Generalized Kumaraswamy (GKw) distribution with parameters alpha (\alpha), beta (\beta), gamma (\gamma), delta (\delta), and lambda (\lambda) is given by:

F(q; \alpha, \beta, \gamma, \delta, \lambda) = I_{x(q)}(\gamma, \delta+1)

where x(q) = [1-(1-q^{\alpha})^{\beta}]^{\lambda} and I_x(a, b) is the regularized incomplete beta function, defined as:

I_x(a, b) = \frac{B_x(a, b)}{B(a, b)} = \frac{\int_0^x t^{a-1}(1-t)^{b-1} dt}{\int_0^1 t^{a-1}(1-t)^{b-1} dt}

This corresponds to the pbeta function in R, such that F(q; \alpha, \beta, \gamma, \delta, \lambda) = \code{pbeta}(x(q), \code{shape1} = \gamma, \code{shape2} = \delta+1).

The GKw distribution includes several special cases, such as the Kumaraswamy, Beta, and Exponentiated Kumaraswamy distributions (see dgkw for details). The function utilizes numerical algorithms for computing the regularized incomplete beta function accurately, especially near the boundaries.

Value

A vector of probabilities, F(q), or their logarithms if log_p = TRUE. The length of the result is determined by the recycling rule applied to the arguments (q, alpha, beta, gamma, delta, lambda). Returns 0 (or -Inf if log_p = TRUE) for q <= 0 and 1 (or 0 if log_p = TRUE) for q >= 1. Returns NaN for invalid parameters.

Author(s)

Lopes, J. E.

References

Cordeiro, G. M., & de Castro, M. (2011). A new family of generalized distributions. Journal of Statistical Computation and Simulation

Kumaraswamy, P. (1980). A generalized probability density function for double-bounded random processes. Journal of Hydrology, 46(1-2), 79-88.

See Also

dgkw, qgkw, rgkw, pbeta

Examples

# Simple CDF evaluation
prob <- pgkw(0.5, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1) # Kw case
print(prob)

# Upper tail probability P(X > q)
prob_upper <- pgkw(0.5, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1,
                 lower_tail = FALSE)
print(prob_upper)
# Check: prob + prob_upper should be 1
print(prob + prob_upper)

# Log probability
log_prob <- pgkw(0.5, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1,
                 log_p = TRUE)
print(log_prob)
# Check: exp(log_prob) should be prob
print(exp(log_prob))

# Use of vectorized parameters
q_vals <- c(0.2, 0.5, 0.8)
alphas_vec <- c(0.5, 1.0, 2.0)
betas_vec <- c(1.0, 2.0, 3.0)
# Vectorizes over q, alpha, beta
pgkw(q_vals, alpha = alphas_vec, beta = betas_vec, gamma = 1, delta = 0.5, lambda = 0.5)

# Plotting the CDF for special cases
x_seq <- seq(0.01, 0.99, by = 0.01)
# Standard Kumaraswamy CDF
cdf_kw <- pgkw(x_seq, alpha = 2, beta = 3, gamma = 1, delta = 0, lambda = 1)
# Beta distribution CDF equivalent (Beta(gamma, delta+1))
cdf_beta_equiv <- pgkw(x_seq, alpha = 1, beta = 1, gamma = 2, delta = 3, lambda = 1)
# Compare with stats::pbeta
cdf_beta_check <- stats::pbeta(x_seq, shape1 = 2, shape2 = 3 + 1)
# max(abs(cdf_beta_equiv - cdf_beta_check)) # Should be close to zero

plot(x_seq, cdf_kw, type = "l", ylim = c(0, 1),
     main = "GKw CDF Examples", ylab = "F(x)", xlab = "x", col = "blue")
lines(x_seq, cdf_beta_equiv, col = "red", lty = 2)
legend("bottomright", legend = c("Kw(2,3)", "Beta(2,4) equivalent"),
       col = c("blue", "red"), lty = c(1, 2), bty = "n")

gkwreg documentation built on April 16, 2025, 1:10 a.m.