extgp: Density function of the extended generalized Pareto...

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Density function of the extended generalized Pareto distribution

Description

Density function of the extended generalized Pareto distribution

Hazard function of the extended generalized Pareto distribution

Quantile function of the extended generalized Pareto distribution

Usage

dextgp(x, scale = 1, shape1 = 0, shape2 = 0, log = FALSE)

hextgp(x, scale = 1, shape1 = 0, shape2 = 0, log = FALSE)

qextgp(p, scale = 1, shape1 = 0, shape2 = 0, lower.tail = TRUE)

Arguments

x	vector of quantiles.
scale	scale parameter, strictly positive.
shape1	positive shape parameter \beta; model defaults to generalized Pareto when it equals zero.
shape2	shape parameter \gamma; model reduces to Gompertz when shape2=0.
log	logical; if TRUE, return the log hazard
p	vector of probabilities.
lower.tail	logical; if TRUE (default), the lower tail probability \Pr(X \leq x) is returned.

Value

a vector of (log)-density of the same length as x

a vector of (log)-hazard of the same length as x

a vector of quantiles

longevity documentation built on Nov. 12, 2023, 5:07 p.m.