VGAM: dagumUC – R documentation

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dagumUC

The Dagum Distribution

Description

Density, distribution function, quantile function and random generation for the Dagum distribution with shape parameters a and p, and scale parameter scale.

Usage

ddagum(x, scale = 1, shape1.a, shape2.p, log = FALSE)
pdagum(q, scale = 1, shape1.a, shape2.p, lower.tail = TRUE, log.p = FALSE)
qdagum(p, scale = 1, shape1.a, shape2.p, lower.tail = TRUE, log.p = FALSE)
rdagum(n, scale = 1, shape1.a, shape2.p)

Arguments

`x, q`	vector of quantiles.
`p`	vector of probabilities.
`n`	number of observations. If `length(n) > 1`, the length is taken to be the number required.
`shape1.a, shape2.p`	shape parameters.
`scale`	scale parameter.
`log`	Logical. If `log = TRUE` then the logarithm of the density is returned.
`lower.tail, log.p`	Same meaning as in `pnorm` or `qnorm`.

Details

See dagum, which is the VGAM family function for estimating the parameters by maximum likelihood estimation.

Value

ddagum gives the density, pdagum gives the distribution function, qdagum gives the quantile function, and rdagum generates random deviates.

Note

The Dagum distribution is a special case of the 4-parameter generalized beta II distribution.

Author(s)

T. W. Yee and Kai Huang

References

Kleiber, C. and Kotz, S. (2003). Statistical Size Distributions in Economics and Actuarial Sciences, Hoboken, NJ, USA: Wiley-Interscience.

Examples

probs <- seq(0.1, 0.9, by = 0.1)
shape1.a <- 1; shape2.p <- 2
# Should be 0:
max(abs(pdagum(qdagum(p = probs, shape1.a = shape1.a, shape2.p =  shape2.p),
                                 shape1.a = shape1.a, shape2.p = shape2.p) - probs))

## Not run:  par(mfrow = c(1, 2))
x <- seq(-0.01, 5, len = 401)
plot(x, dexp(x), type = "l", col = "black", ylab = "", las = 1, ylim = c(0, 1),
     main = "Black is standard exponential, others are ddagum(x, ...)")
lines(x, ddagum(x, shape1.a = shape1.a, shape2.p = 1), col = "orange")
lines(x, ddagum(x, shape1.a = shape1.a, shape2.p = 2), col = "blue")
lines(x, ddagum(x, shape1.a = shape1.a, shape2.p = 5), col = "green")
legend("topright", col = c("orange","blue","green"), lty = rep(1, len = 3),
       legend = paste("shape1.a =", shape1.a, ", shape2.p =", c(1, 2, 5)))

plot(x, pexp(x), type = "l", col = "black", ylab = "", las = 1,
     main = "Black is standard exponential, others are pdagum(x, ...)")
lines(x, pdagum(x, shape1.a = shape1.a, shape2.p = 1), col = "orange")
lines(x, pdagum(x, shape1.a = shape1.a, shape2.p = 2), col = "blue")
lines(x, pdagum(x, shape1.a = shape1.a, shape2.p = 5), col = "green")
legend("bottomright", col = c("orange","blue","green"), lty = rep(1, len = 3),
       legend = paste("shape1.a =", shape1.a, ", shape2.p =", c(1, 2, 5)))

## End(Not run)

VGAM

Vector Generalized Linear and Additive Models

v1.1-5

GPL-3

Authors

Thomas Yee [aut, cre], Cleve Moler [ctb] (author of several LINPACK routines)

Initial release

2021-01-13