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InverseParalogistic: The Inverse Paralogistic Distribution

Description

Density function, distribution function, quantile function, random generation, raw moments and limited moments for the Inverse Paralogistic distribution with parameters shape and scale.

Usage

dinvparalogis(x, shape, rate = 1, scale = 1/rate, log = FALSE)
pinvparalogis(q, shape, rate = 1, scale = 1/rate,
              lower.tail = TRUE, log.p = FALSE)
qinvparalogis(p, shape, rate = 1, scale = 1/rate,
              lower.tail = TRUE, log.p = FALSE)
rinvparalogis(n, shape, rate = 1, scale = 1/rate)
minvparalogis(order, shape, rate = 1, scale = 1/rate)
levinvparalogis(limit, shape, rate = 1, scale = 1/rate,
                order = 1)

Arguments

x, q
vector of quantiles.
p
vector of probabilities.
n
number of observations. If length(n) > 1, the length is taken to be the number required.
shape, scale
parameters. Must be strictly positive.
rate
an alternative way to specify the scale.
log, log.p
logical; if TRUE, probabilities/densities $p$ are returned as $\log(p)$.
lower.tail
logical; if TRUE (default), probabilities are $P[X \le x]$, otherwise, $P[X > x]$.
order
order of the moment.
limit
limit of the loss variable.

Value

  • dinvparalogis gives the density, pinvparalogis gives the distribution function, qinvparalogis gives the quantile function, rinvparalogis generates random deviates, minvparalogis gives the $k$th raw moment, and levinvparalogis gives the $k$th moment of the limited loss variable.

    Invalid arguments will result in return value NaN, with a warning.

Details

The Inverse Paralogistic distribution with parameters shape $= \tau$ and scale $= \theta$ has density: $$f(x) = \frac{\tau^2 (x/\theta)^{\tau^2}}{ x [1 + (x/\theta)^\tau]^{\tau + 1}}$$ for $x > 0$, $\tau > 0$ and $\theta > 0$.

The $k$th raw moment of the random variable $X$ is $E[X^k]$ and the $k$th limited moment at some limit $d$ is $E[\min(X, d)^k]$.

References

Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2004), Loss Models, From Data to Decisions, Second Edition, Wiley.

Examples

Run this code
exp(dinvparalogis(2, 3, 4, log = TRUE))
p <- (1:10)/10
pinvparalogis(qinvparalogis(p, 2, 3), 2, 3)
minvparalogis(-1, 2, 2)
levinvparalogis(10, 2, 2, order = 1)

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