R/lomax-distribution.R

In twolodzko/extraDistr: Additional Univariate and Multivariate Distributions

#' Lomax distribution
#'
#' Density, distribution function, quantile function and random generation
#' for the Lomax distribution.
#'
#' @param x,q	            vector of quantiles.
#' @param p	              vector of probabilities.
#' @param n	              number of observations. If \code{length(n) > 1},
#'                        the length is taken to be the number required.
#' @param lambda,kappa    positive valued parameters.
#' @param log,log.p	      logical; if TRUE, probabilities p are given as log(p).
#' @param lower.tail	    logical; if TRUE (default), probabilities are \eqn{P[X \le x]}
#'                        otherwise, \eqn{P[X > x]}.
#'
#' @details
#'
#' Probability density function
#' \deqn{
#' f(x) = \frac{\lambda \kappa}{(1+\lambda x)^{\kappa+1}}
#' }{
#' f(x) = \lambda*\kappa / (1+\lambda*x)^(\kappa+1)
#' }
#'
#' Cumulative distribution function
#' \deqn{
#' F(x) = 1-(1+\lambda x)^{-\kappa}
#' }{
#' F(x) = 1-(1+\lambda*x)^-\kappa
#' }
#'
#' Quantile function
#' \deqn{
#' F^{-1}(p) = \frac{(1-p)^{-1/\kappa} -1}{\lambda}
#' }{
#' F^-1(p) = ((1-p)^(-1/\kappa)-1) / \lambda
#' }
#' 
#' @examples 
#' 
#' x <- rlomax(1e5, 5, 16)
#' hist(x, 100, freq = FALSE)
#' curve(dlomax(x, 5, 16), 0, 1, col = "red", add = TRUE, n = 5000)
#' hist(plomax(x, 5, 16))
#' plot(ecdf(x))
#' curve(plomax(x, 5, 16), 0, 1, col = "red", lwd = 2, add = TRUE)
#'
#' @name Lomax
#' @aliases Lomax
#' @aliases dlomax
#' 
#' @keywords distribution
#' @concept Univariate
#' @concept Continuous
#'
#' @export

dlomax <- function(x, lambda, kappa, log = FALSE) {
  cpp_dlomax(x, lambda, kappa, log[1L])
}


#' @rdname Lomax
#' @export

plomax <- function(q, lambda, kappa, lower.tail = TRUE, log.p = FALSE) {
  cpp_plomax(q, lambda, kappa, lower.tail[1L], log.p[1L])
}


#' @rdname Lomax
#' @export

qlomax <- function(p, lambda, kappa, lower.tail = TRUE, log.p = FALSE) {
  cpp_qlomax(p, lambda, kappa, lower.tail[1L], log.p[1L])
}


#' @rdname Lomax
#' @export

rlomax <- function(n, lambda, kappa) {
  if (length(n) > 1) n <- length(n)
  cpp_rlomax(n, lambda, kappa)
}