HDGP: Hurdle Model for Generalized Pareto Distribution

Description Usage Arguments Value Examples

Description

Density, distribution function, quantile function and random generation for the hurdle model of the generalized Pareto distribution with parameters theta, mu, scale, and shape.

Usage

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dhdgp(x, theta = 0.5, mu = 0, scale = 1, shape = 1, log = FALSE)

phdgp(
  q,
  theta = 0.5,
  mu = 0,
  scale = 1,
  shape = 1,
  lower.tail = TRUE,
  log.p = FALSE
)

rhdgp(n, theta = 0.5, mu = 0, scale = 1, shape = 1)

Arguments

x, q

vector of quantiles

theta

zero generating parameter (probability of zeros)

mu

location parameter

scale

(non-negative) scale parameter

shape

shape parameter

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are P[X %leq x], otherwise, P[X > x].

n

number of observations

p

vector of probabilities

Value

dhdgp gives the density, phdgp gives the distribution function, qhdgp gives the quantile function, and rhdgp generates random deviates.

Examples

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dhdgp(c(0, 1, 2))
dhdgp(24, theta = 0.8, mu = 1) 

ebalderama/ZimulatE documentation built on Dec. 20, 2021, 3:12 a.m.