Davies {Davies} | R Documentation |
Density, distribution function, quantile function and random generation for the Davies distribution
ddavies(x, params) pdavies(x, params) qdavies(p, params) rdavies(n, params) ddavies.p(x,params)
x |
quantile |
p |
vector of probabilities |
n |
number of observations. If length(n) > 1 , the length
is taken to be the number required |
params |
A three-member vector holding~C , lambda1 and~lambda2 |
The Davies distribution is defined in terms of its quantile function:
Cp^lambda_1/(1-p)^lambda2
It does not have a closed-form probability density function or cumulative density function, so numerical solution is used.
ddavies
gives the density,
pdavies
gives the distribution function,
qdavies
gives the quantile function, and
rdavies
generates random deviates.
Robin K. S. Hankin
draft MS available from the author on request
Gld
, fit.davies.p
,
least.squares
, skewness
params <- c(10,0.1,0.1) x <- seq(from=4,to=20,by=0.2) p <- seq(from=1e-3,to=1-1e-3,len=50) rdavies(n=5,params) least.squares(rdavies(100,params)) plot(pdavies(x,params)) plot(p,qdavies(p,params)) plot(x,ddavies(x,params),type="b")