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betareg (version 3.2-1)

xbeta: The Extended-Support Beta Distribution

Description

Density, distribution function, quantile function, and random generation for the extended-support beta distribution (in regression parameterization) on [0, 1].

Usage

dxbeta(x, mu, phi, nu = 0, log = FALSE)

pxbeta(q, mu, phi, nu = 0, lower.tail = TRUE, log.p = FALSE)

qxbeta(p, mu, phi, nu = 0, lower.tail = TRUE, log.p = FALSE)

rxbeta(n, mu, phi, nu = 0)

Value

dxbeta gives the density, pxbeta gives the distribution function, qxbeta gives the quantile function, and rxbeta

generates random deviates.

Arguments

x, q

numeric. Vector of quantiles.

p

numeric. Vector of probabilities.

n

numeric. Number of observations. If length(n) > 1, the length is taken to be the number required.

mu

numeric. The mean of the underlying beta distribution on [-nu, 1 + nu].

phi

numeric. The precision parameter of the underlying beta distribution on [-nu, 1 + nu].

nu

numeric. Exceedence parameter for the support of the underlying beta distribution on [-nu, 1 + nu] that is censored to [0, 1].

log, log.p

logical. If TRUE, probabilities p are given as log(p).

lower.tail

logical. If TRUE (default), probabilities are P[X <= x] otherwise, P[X > x].

Details

In order to obtain an extended-support beta distribution on [0, 1] an additional exceedence parameter nu is introduced. If nu > 0, this scales the underlying beta distribution to the interval [-nu, 1 + nu] where the tails are subsequently censored to the unit interval [0, 1] with point masses on the boundaries 0 and 1. Thus, nu controls how likely boundary observations are and for nu = 0 (the default), the distribution reduces to the classic beta distribution (in regression parameterization) without boundary observations.

See Also

dbetar, XBeta