ExtDist (version 0.7-2)

SSRTB: The standard symmetric-reflected truncated beta (SSRTB) distribution.

Description

Density, distribution, quantile, random number generation and parameter estimation functions for the SSRTB distribution. Parameter estimation can be based on a weighted or unweighted i.i.d sample and can be carried out numerically.

Usage

dSSRTB(x, shape1 = 2, shape2 = 3, params = list(shape1, shape2), ...)
pSSRTB(q, shape1 = 2, shape2 = 3, params = list(shape1, shape2), ...)
qSSRTB(p, shape1 = 2, shape2 = 3, params = list(shape1, shape2), ...)
rSSRTB(n, shape1 = 2, shape2 = 3, params = list(shape1, shape2), ...)
eSSRTB(X, w, method = "numerical.MLE", ...)
lSSRTB(
  X,
  w,
  shape1 = 2,
  shape2 = 3,
  params = list(shape1, shape2),
  logL = TRUE,
  ...
)

Value

dSSRTB gives the density, pSSRTB the distribution function, qSSRTB the quantile function, rSSRTB generates random variables, eSSRTB estimates the parameters and lSSRTB provides the log-likelihood.

Arguments

x, q

A vector of quantiles.

shape1, shape2

Shape parameters.

params

A list that includes all named parameters.

...

Additional parameters.

p

A vector of probabilities.

n

Number of observations.

X

Sample observations.

w

An optional vector of sample weights.

method

Parameter estimation method.

logL

logical; if TRUE, lSSRTB gives the log-likelihood, otherwise the likelihood is given.

Author

Haizhen Wu.

Details

No details as of yet.

See Also

ExtDist for other standard distributions.

Examples

# Parameter estimation for a distribution with known shape parameters
X <- rSSRTB(n=500, shape1=2, shape2=10)
est.par <- eSSRTB(X); est.par
plot(est.par)

#  Fitted density curve and histogram
den.x <- seq(min(X),max(X),length=100)
den.y <- dSSRTB(den.x,shape1=est.par$shape1,shape2=est.par$shape2)
hist(X, breaks=10, probability=TRUE, ylim = c(0,1.2*max(den.y)))
lines(den.x, den.y, col="blue")
lines(density(X), lty=2)

# Extracting shape parameters
est.par[attributes(est.par)$par.type=="shape"]

# log-likelihood function
lSSRTB(X,param = est.par)