VGAM (version 0.9-4)

gengammaUC: The Generalized Gamma Distribution

Description

Density, distribution function, quantile function and random generation for the generalized gamma distribution with scale parameter scale, and parameters d and k.

Usage

dgengamma(x, scale = 1, d = 1, k = 1, log = FALSE)
pgengamma(q, scale = 1, d = 1, k = 1)
qgengamma(p, scale = 1, d = 1, k = 1)
rgengamma(n, scale = 1, d = 1, k = 1)

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations. Positive integer of length 1.

scale

the (positive) scale parameter $b$.

d, k

the (positive) parameters $d$ and $k$.

log

Logical. If log = TRUE then the logarithm of the density is returned.

Value

• dgengamma gives the density, pgengamma gives the distribution function, qgengamma gives the quantile function, and rgengamma generates random deviates.

Details

See gengamma, the VGAM family function for estimating the generalized gamma distribution by maximum likelihood estimation, for formulae and other details. Apart from n, all the above arguments may be vectors and are recyled to the appropriate length if necessary.

References

Stacy, E. W. and Mihram, G. A. (1965) Parameter estimation for a generalized gamma distribution. Technometrics, 7, 349--358.

See Also

gengamma.

Examples

x <- seq(0, 14, by = 0.01); d <- 1.5; Scale <- 2; k <- 6
plot(x, dgengamma(x, Scale, d, k), type = "l", col = "blue", ylim = 0:1,
     main = "Blue is density, orange is cumulative distribution function",
     sub = "Purple are 5,10,...,95 percentiles", las = 1, ylab = "")
abline(h = 0, col = "blue", lty = 2)
lines(qgengamma(seq(0.05,0.95,by = 0.05), Scale, d, k),
      dgengamma(qgengamma(seq(0.05,0.95,by = 0.05), Scale, d, k),
                Scale, d, k), col = "purple", lty = 3, type = "h")
lines(x, pgengamma(x, Scale, d, k), type = "l", col = "orange")
abline(h = 0, lty = 2)