SRTB_ab.Rd
Density, distribution, quantile, random number generation and parameter estimation functions for the SRTB distribution. Parameter estimation can be based on a weighted or unweighted i.i.d. sample and can be carried out numerically.
dSRTB_ab(
x,
shape1 = 2,
shape2 = 3,
a = 0,
b = 1,
params = list(shape1, shape2, a, b),
...
)
pSRTB_ab(
q,
shape1 = 2,
shape2 = 3,
a = 0,
b = 1,
params = list(shape1 = 2, shape2 = 5, a = 0, b = 1),
...
)
qSRTB_ab(
p,
shape1 = 2,
shape2 = 3,
a = 0,
b = 1,
params = list(shape1 = 2, shape2 = 5, a = 0, b = 1),
...
)
rSRTB_ab(
n,
shape1 = 2,
shape2 = 3,
a = 0,
b = 1,
params = list(shape1, shape2, a, b),
...
)
eSRTB_ab(X, w, method = "numerical.MLE", ...)
lSRTB_ab(
X,
w,
shape1 = 2,
shape2 = 3,
a = 0,
b = 1,
params = list(shape1, shape2, a, b),
logL = TRUE,
...
)
A vector of quantiles.
Shape parameters.
Boundary parameters.
A list that includes all named parameters.
Additional parameters.
A vector of probabilities.
Number of observations.
Sample observations.
An optional vector of sample weights.
Parameter estimation method.
logical; if TRUE, lSRTB_ab gives the log-likelihood, otherwise the likelihood is given.
dSRTB_ab gives the density, pSRTB_ab the distribution function, qSRTB_ab gives the quantile function, rSRTB_ab generates random variables, and eSRTB_ab estimates the parameters. lSRTB_ab provides the log-likelihood function and sSRTB_ab the score function.
No details as of yet.
ExtDist for other standard distributions.
# Parameter estimation for a distribution with known shape parameters
X <- rSRTB_ab(n=500, shape1=2, shape2=10, a=1, b=2)
est.par <- eSRTB_ab(X)
plot(est.par)
# Extracting boundary and shape parameters
est.par[attributes(est.par)$par.type=="boundary"]
#> $a
#> [1] 1.023013
#>
#> $b
#> [1] 1.995441
#>
est.par[attributes(est.par)$par.type=="shape"]
#> $shape1
#> [1] 1.666173
#>
#> $shape2
#> [1] 1.113721
#>
# log-likelihood function
lSRTB_ab(X,param = est.par)
#> [1] 60.51107