extraDistr: LocationScaleT – R documentation

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LocationScaleT

Location-scale version of the t-distribution

Description

Probability mass function, distribution function and random generation for location-scale version of the t-distribution. Location-scale version of the t-distribution besides degrees of freedom ν, is parametrized using additional parameters μ for location and σ for scale (μ = 0 and σ = 1 for standard t-distribution).

Usage

dlst(x, df, mu = 0, sigma = 1, log = FALSE)

plst(q, df, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

qlst(p, df, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

rlst(n, df, mu = 0, sigma = 1)

Arguments

`x, q`	vector of quantiles.
`df`	degrees of freedom (> 0, maybe non-integer). `df = Inf` is allowed.
`mu`	vector of locations
`sigma`	vector of positive valued scale parameters.
`log, log.p`	logical; if TRUE, probabilities p are given as log(p).
`lower.tail`	logical; if TRUE (default), probabilities are P[X ≤ x] otherwise, P[X > x].
`p`	vector of probabilities.
`n`	number of observations. If `length(n) > 1`, the length is taken to be the number required.

Examples

x <- rlst(1e5, 1000, 5, 13)
hist(x, 100, freq = FALSE)
curve(dlst(x, 1000, 5, 13), -60, 60, col = "red", add = TRUE)
hist(plst(x, 1000, 5, 13))
plot(ecdf(x))
curve(plst(x, 1000, 5, 13), -60, 60, col = "red", lwd = 2, add = TRUE)

extraDistr

Additional Univariate and Multivariate Distributions

v1.9.1

GPL-2

Authors

Tymoteusz Wolodzko

Initial release

2020-08-20