ReversalPowerT: The Power Reversal Student t Distribution

In susanca/powdist: Power and Reversal Power Distributions

Description

Density, distribution function, quantile function and random generation for the power reversal Student t distribution with parameters mu, sigma, lambda and df.

Usage

drpt(x, lambda = 1, mu = 0, sigma = 1, df, log = FALSE)

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

qrpt(p, lambda = 1, mu = 0, sigma = 1, df, lower.tail = TRUE,
  log.p = FALSE)

rrpt(n, lambda = 1, mu = 0, sigma = 1, df)

Arguments

x, q	vector of quantiles.
lambda	shape parameter.
mu, sigma	location and scale parameters.
df	degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.
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 power Student t distribution has density

f(x)=[λ/σ][f((x-μ)/σ)][F((x-μ)/σ)] ^(λ-1),

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

Examples

drpt(1, 1, 3, 4, 1)
prpt(1, 1, 3, 4, 1)
qrpt(0.2, 1, 3, 4, 1)
rrpt(5, 2, 3, 4, 1)

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