ReversalPowerReversalGumbel: The Reversal Power Reversal-Gumbel Distribution

In powdist: Power and Reversal Power Distributions

Description

Density, distribution function, quantile function and random generation for the reversal power reversal-Gumbel distribution with parameters mu, sigma and lambda.

Usage

drprgumbel(x, lambda = 1, mu = 0, sigma = 1, log = FALSE)

prprgumbel(q, lambda = 1, mu = 0, sigma = 1, lower.tail = TRUE,
  log.p = FALSE)

qrprgumbel(p, lambda = 1, mu = 0, sigma = 1, lower.tail = TRUE,
  log.p = FALSE)

rrprgumbel(n, lambda = 1, mu = 0, sigma = 1)

Arguments

x, q	vector of quantiles.
lambda	shape parameter.
mu, sigma	location and scale parameters.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X ≤ x ], otherwise, P[X > x].
p	vector of probabilities.
n	number of observations.

Details

The reversal power reversal-Gumbel distribution has density

f(x)=[λ/σ][exp(-(x-μ)/σ-exp(-(x-μ)/σ))][exp(-exp((x-μ)/σ))]^(λ-1),

where -∞<μ<∞ is the location paramether, σ^2>0 the scale parameter and λ>0 the shape parameter.

References

Anyosa, S. A. C. (2017) Binary regression using power and reversal power links. Master's thesis in Portuguese. Interinstitutional Graduate Program in Statistics. Universidade de São Paulo - Universidade Federal de São Carlos. Available in https://repositorio.ufscar.br/handle/ufscar/9016.

Bazán, J. L., Torres -Avilés, F., Suzuki, A. K. and Louzada, F. (2017) Power and reversal power links for binary regressions: An application for motor insurance policyholders. Applied Stochastic Models in Business and Industry, 33(1), 22-34.

Examples

drprgumbel(1, 1, 3, 4)
prprgumbel(1, 1, 3, 4)
qrprgumbel(0.2, 1, 3, 4)
rrprgumbel(5, 2, 3, 4)

powdist documentation built on May 1, 2019, 10:11 p.m.