ActuDistns (version 3.0)

qjshape: J-shaped quantile function

Description

Computes the quantile function of the J-shaped distribution

Usage

qjshape(x, u = 0.5, b = 1, nu = 1)

Arguments

x

scale or vector of values at which the integrated hazard rate function needs to be computed, values are positive and bounded below by b

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

b

the value of b parameter, must be positive

nu

the value of nu 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=qjshape(x)