hboxcox: Log Hazard Function for a Box-Cox Process

In swihart/event: Event History Procedures and Models

Description

This function provides information about the Box-Cox distribution with location parameter equal to m, dispersion equal to s, and power transformation equal to f: log hazard. (See 'rmutil' for the d/p/q/r boxcox functions density, cumulative distribution, quantiles, and random generation).

The Box-Cox distribution has density

f(y) = 1/sqrt(2 pi s^2) exp(-((y^f/f - mu)^2/(2 s^2)))/ (1-I(f<0)-sign(f)*pnorm(0,m,sqrt(s)))

where m is the location parameter of the distribution, s is the dispersion, f is the family parameter, I() is the indicator function, and y>0.

f=1 gives a truncated normal distribution.

Usage

hboxcox(y, m, s, f)

Arguments

y	vector of responses.
m	vector of location parameters.
s	vector of dispersion parameters.
f	vector of power parameters.

Author(s)

J.K. Lindsey

See Also

dnorm for the normal or Gaussian distribution.

Examples

hboxcox(2, 5, 5, 2)

swihart/event documentation built on May 30, 2019, 9:38 p.m.