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paretoIVUC

The Pareto(IV/III/II) Distributions


Description

Density, distribution function, quantile function and random generation for the Pareto(IV/III/II) distributions.

Usage

dparetoIV(x, location = 0, scale = 1, inequality = 1, shape = 1, log = FALSE)
pparetoIV(q, location = 0, scale = 1, inequality = 1, shape = 1,
          lower.tail = TRUE, log.p = FALSE)
qparetoIV(p, location = 0, scale = 1, inequality = 1, shape = 1,
          lower.tail = TRUE, log.p = FALSE)
rparetoIV(n, location = 0, scale = 1, inequality = 1, shape = 1)
dparetoIII(x, location = 0, scale = 1, inequality = 1, log = FALSE)
pparetoIII(q, location = 0, scale = 1, inequality = 1,
           lower.tail = TRUE, log.p = FALSE)
qparetoIII(p, location = 0, scale = 1, inequality = 1,
           lower.tail = TRUE, log.p = FALSE)
rparetoIII(n, location = 0, scale = 1, inequality = 1)
dparetoII(x, location = 0, scale = 1, shape = 1, log = FALSE)
pparetoII(q, location = 0, scale = 1, shape = 1,
          lower.tail = TRUE, log.p = FALSE)
qparetoII(p, location = 0, scale = 1, shape = 1,
          lower.tail = TRUE, log.p = FALSE)
rparetoII(n, location = 0, scale = 1, shape = 1)
dparetoI(x, scale = 1, shape = 1, log = FALSE)
pparetoI(q, scale = 1, shape = 1,
         lower.tail = TRUE, log.p = FALSE)
qparetoI(p, scale = 1, shape = 1,
         lower.tail = TRUE, log.p = FALSE)
rparetoI(n, scale = 1, shape = 1)

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations. Same as in runif.

location

the location parameter.

scale, shape, inequality

the (positive) scale, inequality and shape parameters.

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

For the formulas and other details see paretoIV.

Value

Functions beginning with the letter d give the density, functions beginning with the letter p give the distribution function, functions beginning with the letter q give the quantile function, and functions beginning with the letter r generates random deviates.

Note

The functions [dpqr]paretoI are the same as [dpqr]pareto except for a slight change in notation: s=k and b=alpha; see Pareto.

Author(s)

T. W. Yee and Kai Huang

References

Brazauskas, V. (2003). Information matrix for Pareto(IV), Burr, and related distributions. Comm. Statist. Theory and Methods 32, 315–325.

Arnold, B. C. (1983). Pareto Distributions. Fairland, Maryland: International Cooperative Publishing House.

See Also

Examples

## Not run: 
x <- seq(-0.2, 4, by = 0.01)
loc <- 0; Scale <- 1; ineq <- 1; shape <- 1.0
plot(x, dparetoIV(x, loc, Scale, ineq, shape), type = "l", col = "blue",
     main = "Blue is density, orange is cumulative distribution function",
     sub = "Purple are 5,10,...,95 percentiles", ylim = 0:1, las = 1, ylab = "")
abline(h = 0, col = "blue", lty = 2)
Q <- qparetoIV(seq(0.05, 0.95,by = 0.05), loc, Scale, ineq, shape)
lines(Q, dparetoIV(Q, loc, Scale, ineq, shape), col = "purple", lty = 3, type = "h")
lines(x, pparetoIV(x, loc, Scale, ineq, shape), col = "orange")
abline(h = 0, lty = 2)

## 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

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