nimble: Exponential – R documentation

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Exponential

The Exponential Distribution

Description

Density, distribution function, quantile function and random generation for the exponential distribution with rate (i.e., mean of 1/rate) or scale parameterizations.

Usage

dexp_nimble(x, rate = 1/scale, scale = 1, log = FALSE)

rexp_nimble(n = 1, rate = 1/scale, scale = 1)

pexp_nimble(q, rate = 1/scale, scale = 1, lower.tail = TRUE,
  log.p = FALSE)

qexp_nimble(p, rate = 1/scale, scale = 1, lower.tail = TRUE,
  log.p = FALSE)

Arguments

`x`	vector of values.
`rate`	vector of rate values.
`scale`	vector of scale values.
`log`	logical; if TRUE, probability density is returned on the log scale.
`n`	number of observations.
`q`	vector of quantiles.
`lower.tail`	logical; if TRUE (default) probabilities are P[X ≤ x]; otherwise, P[X > x].
`log.p`	logical; if TRUE, probabilities p are given by user as log(p).
`p`	vector of probabilities.

Details

NIMBLE's exponential distribution functions use Rmath's functions under the hood, but are parameterized to take both rate and scale and to use 'rate' as the core parameterization in C, unlike Rmath, which uses 'scale'. See Gelman et al., Appendix A or the BUGS manual for mathematical details.

Value

dexp_nimble gives the density, pexp_nimble gives the distribution function, qexp_nimble gives the quantile function, and rexp_nimble generates random deviates.

Author(s)

Christopher Paciorek

References

Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.B. (2004) Bayesian Data Analysis, 2nd ed. Chapman and Hall/CRC.

Examples

x <- rexp_nimble(50, scale = 3)
dexp_nimble(x, scale = 3)

nimble

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

v0.11.0

BSD_3_clause + file LICENSE | GPL (>= 2)

Authors

Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Nick Michaud [aut], Cliff Anderson-Bergman [aut], Fritz Obermeyer [aut], Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system), Abel Rodrìguez [aut] (Bayesian nonparametrics system), Duncan Temple Lang [aut] (packaging configuration), Sally Paganin [aut] (reversible jump MCMC), Jagadish Babu [ctb] (code for the compilation system for an early version of NIMBLE), Lauren Ponisio [ctb] (contributions to the cross-validation code), Peter Sujan [ctb] (multivariate t distribution code)

Initial release

2021-04-16