Density and distribution functions for hurdle distributions.
dhurdle_poisson(x, lambda, hu, log = FALSE)phurdle_poisson(q, lambda, hu, lower.tail = TRUE, log.p = FALSE)
dhurdle_negbinomial(x, mu, shape, hu, log = FALSE)
phurdle_negbinomial(q, mu, shape, hu, lower.tail = TRUE, log.p = FALSE)
dhurdle_gamma(x, shape, scale, hu, log = FALSE)
phurdle_gamma(q, shape, scale, hu, lower.tail = TRUE, log.p = FALSE)
dhurdle_lognormal(x, mu, sigma, hu, log = FALSE)
phurdle_lognormal(q, mu, sigma, hu, lower.tail = TRUE, log.p = FALSE)
Vector of quantiles.
hurdle propability
Logical; If TRUE, values are returned on the log scale.
Vector of quantiles.
Logical; If TRUE (default), return P(X <= x).
Else, return P(X > x) .
Logical; If TRUE, values are returned on the log scale.
location parameter
shape parameter
scale parameter
The density of a hurdle distribution can be specified as follows. If \(x = 0\) set \(f(x) = \theta\). Else set \(f(x) = (1 - \theta) * g(x) / (1 - G(0))\) where \(g(x)\) and \(G(x)\) are the density and distribution function of the non-hurdle part, respectively.