Davies {Davies}R Documentation

The Davies distribution

Description

Density, distribution function, quantile function and random generation for the Davies distribution

Usage

 ddavies(x, params)
 pdavies(x, params)
 qdavies(p, params)
 rdavies(n, params)
ddavies.p(x,params)

Arguments

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

Details

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.

Value

ddavies gives the density, pdavies gives the distribution function, qdavies gives the quantile function, and rdavies generates random deviates.

Author(s)

Robin K. S. Hankin

References

draft MS available from the author on request

See Also

Gld, fit.davies.p, least.squares, skewness

Examples

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")


[Package Davies version 1.1-4 Index]