ActuDistns (version 3.0)

qhjorth: Hjorth quantile function

Description

Computes the quantile function of the Hjorth distribution

Usage

qhjorth(x, u = 0.5, delta = 1, theta = 1, beta = 1)

Arguments

x

scale or vector of positive values at which the integrated hazard rate function needs to be computed

u

scale or vector of positive values at which the integrated hazard rate function needs to be computed, must be of the same length as x

delta

the value of delta parameter, must be positive

theta

the value of theta parameter, must be positive

beta

the value of beta parameter, must be positive

Value

x, giving the hazard rate function values computed at x and u

References

S. Nadarajah, S. A. A. Bakar, Tabulations of survival models for actuarial use, submitted

Examples

y=qhjorth(x)