Hurdle Distributions
Density and distribution functions for hurdle distributions.
dhurdle_poisson(x, lambda, hu, log = FALSE) phurdle_poisson(q, lambda, hu, lower.tail = TRUE, log.p = FALSE) dhurdle_negbinomial(x, mu, shape, hu, log = FALSE) phurdle_negbinomial(q, mu, shape, hu, lower.tail = TRUE, log.p = FALSE) dhurdle_gamma(x, shape, scale, hu, log = FALSE) phurdle_gamma(q, shape, scale, hu, lower.tail = TRUE, log.p = FALSE) dhurdle_lognormal(x, mu, sigma, hu, log = FALSE) phurdle_lognormal(q, mu, sigma, hu, lower.tail = TRUE, log.p = FALSE)
x |
Vector of quantiles. |
hu |
hurdle probability |
log |
Logical; If |
q |
Vector of quantiles. |
lower.tail |
Logical; If |
log.p |
Logical; If |
mu, lambda |
location parameter |
shape |
shape parameter |
sigma, scale |
scale parameter |
The density of a hurdle distribution can be specified as follows. If x = 0 set f(x) = θ. Else set f(x) = (1 - θ) * g(x) / (1 - G(0)) where g(x) and G(x) are the density and distribution function of the non-hurdle part, respectively.
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