Range of a Unimodal Distribution

Description

Given the parameters of a unimodal distribution and the root of the density function name, this function determines the range outside of which the density function is negligible, to a specified tolerance.

Usage

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distCalcRange(densFn, param = NULL, tol = 10^(-5), ...)

Arguments

densFn

Character. The name of the density function for which range calculation is required.

tol

Tolerance.

param

Numeric. A vector giving the parameter values for the distribution specified by densFn. If no param values are specified, then the default parameter values of each distribution are used instead.

...

Passes arguments to uniroot.In particular, the parameters of the distribution.

Details

The name of the unimodal density function must be supplied as the characters of the root for that density (e.g. norm, ghyp). The particular unimodal distribution being considered is specified by the values of the parameters or of the param vector.

The function gives a range, outside of which the density is less than the given tolerance. It is used in determining break points for the separate sections over which numerical integration is used to determine the distribution function. The points are found by using uniroot on the density function.

Value

A two-component vector giving the lower and upper ends of the range.

Author(s)

David Scott d.scott@auckland.ac.nz, Joyce Li xli053@aucklanduni.ac.nz

See Also

qDist

Examples

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normRange <- distCalcRange("norm", tol = 10^(-7), mean = 4, sd = 1)
normRange
tRange <- distCalcRange("t", tol = 10^(-5), df = 4)
tRange