Description

Density, distribution function, quantile function and random generation for the Gompertz distribution with unrestricted shape.

Usage

Arguments

Details

The Gompertz distribution with shape parameter a and rate parameter b has probability density function

f(x | a, b) = b exp(ax) exp(-b/a (exp(ax) - 1))

For a=0 the Gompertz is equivalent to the exponential distribution with constant hazard and rate b.

The probability distribution function is

F(x | a, b) = 1 - exp(-b/a (exp(ax) - 1))

Thus if a is negative, letting x tend to infinity shows that there is a non-zero probability 1 - exp(b/a) of living forever. On these occasions qGompertz and rGompertz will return Inf.

Value

dGompertz gives the density, pGompertz gives the distribution function, qGompertz gives the quantile function, and rGompertz generates random deviates.

Note

Some implementations of the Gompertz restrict a to be strictly positive, which ensures that the probability of survival decreases to zero as x increases to infinity. The more flexible implementation given here is consistent with streg in Stata.

The functions dGompertz and similar available in the package eha label the parameters the other way round, so that what is called the shape there is called the rate here, and what is called 1 / scale there is called the shape here. The terminology here is consistent with the exponential dexp and Weibull dweibull distributions in R.

Author(s)

Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>

References

Stata Press (2007) Stata release 10 manual: Survival analysis and epidemiological tables.

See Also

dexp