ReversalGumbel: The Reversal-Gumbel Distribution

In susanca/powdist: Power and Reversal Power Distributions

Description

Density, distribution function, quantile function and random generation for the Reversal-Gumbel distribution with parameters mu and sigma.

Usage

drgumbel(x, mu = 0, sigma = 1, log = FALSE)

prgumbel(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

qrgumbel(p, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

rrgumbel(n, mu = 0, sigma = 1)

Arguments

x, q	vector of quantiles.
mu, sigma	location and scale 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 reversal-Gumbel distribution has density

f(x)=exp(-(x-μ)/σ-exp(-(x-μ)/σ)),

where -∞<μ<∞ is the location paramether and σ^2>0 is the scale parameter.

References

Anyosa, S. A. C. (2017) Binary regression using power and reversal power links. Master's thesis in Portuguese. Interinstitutional Graduate Program in Statistics. Universidade de S<c3><a3>o Paulo - Universidade Federal de S<c3><a3>o Carlos. Available in https://repositorio.ufscar.br/handle/ufscar/9016.

Baz<c3><a1>n, J. L., Torres -Avil<c3><a9>s, F., Suzuki, A. K. and Louzada, F. (2017) Power and reversal power links for binary regressions: An application for motor insurance policyholders. Applied Stochastic Models in Business and Industry, 33(1), 22-34.

Examples

drgumbel(1, 3, 4)
prgumbel(1, 3, 4)
qrgumbel(0.2, 3, 4)
rprgumbel(5, 3, 4)

susanca/powdist documentation built on May 24, 2019, 7:20 a.m.