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tBurr

The truncated Burr distribution


Description

Density, distribution function, quantile function and random generation for the truncated Burr distribution (type XII).

Usage

dtburr(x, alpha, rho, eta = 1, endpoint = Inf, log = FALSE)
ptburr(x, alpha, rho, eta = 1, endpoint = Inf, lower.tail = TRUE, log.p = FALSE)
qtburr(p, alpha, rho, eta = 1, endpoint = Inf, lower.tail = TRUE, log.p = FALSE)
rtburr(n, alpha, rho, eta = 1, endpoint = Inf)

Arguments

x

Vector of quantiles.

p

Vector of probabilities.

n

Number of observations.

alpha

The α parameter of the truncated Burr distribution, a strictly positive number.

rho

The ρ parameter of the truncated Burr distribution, a strictly negative number.

eta

The η parameter of the truncated Burr distribution, a strictly positive number. The default value is 1.

endpoint

Endpoint of the truncated Burr distribution. The default value is Inf for which the truncated Burr distribution corresponds to the ordinary Burr distribution.

log

Logical indicating if the densities are given as \log(f), default is FALSE.

lower.tail

Logical indicating if the probabilities are of the form P(X≤ x) (TRUE) or P(X>x) (FALSE). Default is TRUE.

log.p

Logical indicating if the probabilities are given as \log(p), default is FALSE.

Details

The Cumulative Distribution Function (CDF) of the truncated Burr distribution is equal to F_T(x) = F(x) / F(T) for x ≤ T where F is the CDF of the ordinary Burr distribution and T is the endpoint (truncation point) of the truncated Burr distribution.

Value

dtburr gives the density function evaluated in x, ptburr the CDF evaluated in x and qtburr the quantile function evaluated in p. The length of the result is equal to the length of x or p.

rtburr returns a random sample of length n.

Author(s)

Tom Reynkens.

See Also

Examples

# Plot of the PDF
x <- seq(0, 10, 0.01)
plot(x, dtburr(x, alpha=2, rho=-1, endpoint=9), xlab="x", ylab="PDF", type="l")

# Plot of the CDF
x <- seq(0, 10, 0.01)
plot(x, ptburr(x, alpha=2, rho=-1, endpoint=9), xlab="x", ylab="CDF", type="l")

ReIns

Functions from "Reinsurance: Actuarial and Statistical Aspects"

v1.0.10
GPL (>= 2)
Authors
Tom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Roel Verbelen [aut] (R code for Mixed Erlang distribution, <https://orcid.org/0000-0002-2347-9240>), Anastasios Bardoutsos [ctb] (Original R code for cEPD estimator), Dries Cornilly [ctb] (Original R code for EVT estimators for truncated data), Yuri Goegebeur [ctb] (Original S-Plus code for basic EVT estimators), Klaus Herrmann [ctb] (Original R code for GPD estimator)
Initial release
2020-05-16

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