exp: Quantile derivative functions for exponential distributions
In dmi3kno/qpd: Tools for Quantile-Parametrized Distribiutions
fexp R Documentation
Quantile derivative functions for exponential distributions
Description
Quantile derivative functions for exponential distributions
Usage
fexp(u, lambda)
dqexp(u, lambda, log = FALSE)
ffexp(u, lambda)
Arguments
u
numeric probability vector
lambda
parameter of exponential distribution
log
logical; if TRUE log density is returned. Default is FALSE
Value
quantile density, density quantile or quantile convexity for fexp, dqexp and ffexp, respectively
Examples
fexp(0.1, 0.5)
dqexp(0.1, 0.5)
ffexp(0.1, 0.5)
dmi3kno/qpd documentation built on Sept. 29, 2024, 6:39 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| fexp | R Documentation |
Quantile derivative functions for exponential distributions
Description
Quantile derivative functions for exponential distributions
Usage
fexp(u, lambda)
dqexp(u, lambda, log = FALSE)
ffexp(u, lambda)
Arguments
u |
numeric probability vector |
lambda |
parameter of exponential distribution |
log |
logical; if TRUE log density is returned. Default is FALSE |
Value
quantile density, density quantile or quantile convexity for fexp, dqexp and ffexp, respectively
Examples
fexp(0.1, 0.5)
dqexp(0.1, 0.5)
ffexp(0.1, 0.5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.