tgumbel: truncated Gumbel distribution (maximum)

In okamumu/Rsrat: A Software Reliability Assessment Tool with NHPP-Based Models

truncated Gumbel distribution (maximum)

Description

Density, distribution function, and quantile function for truncated Gumbel distribution (maximum).

Usage

dtgumbel(x, loc = 0, scale = 1, log = FALSE)

ptgumbel(q, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

qtgumbel(p, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE)

rtgumbel(n, loc = 0, scale = 1)

Arguments

x, q	A numeric vector of quantiles.
loc	A numeric value of location parameter for Gumbel distribution.
scale	A numeric value of scale parameter for Gumbel distribution.
log, log.p	A logical; if TRUE, the probability p is given as log(p).
lower.tail	A logical; if TRUE, the probability is P[X <= x], otherwise, P[X > x].
p	A numeric vector of probabilities.

Details

The truncated Gumbel distribution (maximum) has the cumulative distribution function F(q) = 1-(1-G(q))/(1-G(0)), G(q) = exp(-exp(-z)) where z = (q-loc)/scale

Value

'dtgumble' gives the desity, 'ptgumbel' gives the distribution, and 'qtgumbel' gives the quantile function.

okamumu/Rsrat documentation built on Feb. 10, 2024, 11:07 p.m.