dGGD: The Generalized Gompertz distribution

In ousuga/RelDists: Estimation for some Reliability Distributions

The Generalized Gompertz distribution

Description

Density, distribution function, quantile function, random generation and hazard function for the generalized Gompertz distribution with parameters mu sigma and nu.

Usage

dGGD(x, mu, sigma, nu, log = FALSE)

pGGD(q, mu, sigma, nu, lower.tail = TRUE, log.p = FALSE)

qGGD(p, mu, sigma, nu, lower.tail = TRUE, log.p = FALSE)

rGGD(n, mu, sigma, nu)

hGGD(x, mu, sigma, nu)

Arguments

x, q	vector of quantiles.
mu, nu	scale parameter.
sigma	shape 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 Generalized Gompertz Distribution with parameters mu, sigma and nu has density given by

f(x)= \nu \mu \exp(-\frac{\mu}{\sigma}(\exp(\sigma x - 1))) (1 - \exp(-\frac{\mu}{\sigma}(\exp(\sigma x - 1))))^{(\nu - 1)} ,

for x \geq 0, \mu > 0, \sigma \geq 0 and \nu > 0.

Value

dGGD gives the density, pGGD gives the distribution function, qGGD gives the quantile function, rGGD generates random deviates and hGGD gives the hazard function.

Author(s)

Johan David Marin Benjumea, [e-mail]

References

\insertRef

el2013generalizedRelDists

Examples

old_par <- par(mfrow = c(1, 1)) # save previous graphical parameters

## The probability density function 
par(mfrow = c(1, 1))
curve(dGGD(x, mu=1, sigma=0.3, nu=1.5), from = 0, to = 4, 
      col = "red", las = 1, ylab = "f(x)")

## The cumulative distribution and the Reliability function
par(mfrow = c(1, 2))
curve(pGGD(x, mu=1, sigma=0.3, nu=1.5), from = 0, to = 4, 
      ylim = c(0, 1), col = "red", las = 1, ylab = "F(x)")
curve(pGGD(x, mu=1, sigma=0.3, nu=1.5, lower.tail = FALSE), 
      from = 0, to = 4, ylim = c(0, 1), col = "red", las = 1, ylab = "R(x)")

## The quantile function
p <- seq(from = 0, to = 0.99999, length.out = 100)
plot(x = qGGD(p=p, mu=1, sigma=0.3, nu=1.5), y = p, 
     xlab = "Quantile", las = 1, ylab = "Probability")
curve(pGGD(x, mu=1, sigma=0.3, nu=1.5), from = 0, add = TRUE, 
      col = "red")

## The random function
hist(rGGD(1000, mu=1, sigma=0.3, nu=1.5), freq = FALSE, xlab = "x", 
     las = 1, ylim = c(0, 0.7), main = "")
curve(dGGD(x,mu=1, sigma=0.3, nu=1.5), from = 0, to =8, add = TRUE, 
      col = "red")

## The Hazard function
par(mfrow=c(1,1))
curve(hGGD(x, mu=1, sigma=0.3, nu=1.5), from = 0, to = 3, col = "red",
      ylab = "The hazard function", las = 1)

par(old_par) # restore previous graphical parameters

ousuga/RelDists documentation built on July 10, 2024, 12:48 p.m.