halft-distn: The half-t distribution.

In StatisticsNZ/demest: Bayesian Demographic Estimation and Forecasting

The half-t distribution.

Description

Density, distribution function, quantile function and random generation for the halt-t distribution.

Usage

rhalft(n, df, scale = 1)

qhalft(p, df, scale = 1)

phalft(q, df, scale = 1)

dhalft(x, df, scale = 1)

Arguments

n	Number of observations.
df	Degrees of freedom. Positive. Can be non-integer, and can be Inf.
scale	Dispersion parameter.
p	Vector of quantiles.
q	Vector of probabilities.
x	Vector of quantiles.

Details

The half-t distribution is also known as the folded-t distribution.

If X has a t distribution with degrees of freedom v, location 0, and scale s, then |X| has a half-t distribution with degrees of freedom v and scale s.

Internally, the functions all call the corresponding functions for the t distribution.

Value

dhalft gives the density, phalft gives the distribution function, qhalft gives the quantile function, and rhalft generates random deviates.

References

Based on Brazauskas, V., and Kleefeld, A. (2011) Folded and log-folded-t distributions as models for insurance loss data. Scandinavian Actuarial Journal 59-74.

See Also

Function plotHalfT plots density and distribution functions for half-t distributions.

Examples

dhalft(x = 0.5, df = 7, scale = 0.5)
qhalft(p = 0.9, df = 4)
phalft(q = 0.5, df = 7, scale = 2)
rhalft(n = 5, df = 30)

StatisticsNZ/demest documentation built on Nov. 2, 2023, 7:56 p.m.