stpareto: The shifted truncated Pareto distribution
Description
These functions perform probabilistic analysis as well as random sampling on the shifted truncated Pareto distribution.
Usage
dstpareto(x, a, log=FALSE)
pstpareto(q, a, lower.tail = TRUE, log.p = FALSE)
qstpareto(p, a, lower.tail = TRUE, log.p = FALSE)
rstpareto(n, a)
mstpareto(order, a)
ecstpareto(x, a)
Value
A numeric value or a vector.
Arguments
x, q
vector of quantiles.
p
vector of probabilities.
n
number of observations. If length(n) > 1, the length is take to be the number required.
order
order of the raw moment.
a
shape parameter.
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, \(P[X> x]\).
Author
Dutang Christophe
Details
The distribution is based on the Pareto 2 truncated at 1. The distribution function is given
by \(P(X<=x) = (1-(x+1)^(-a))/(1-2^(-a)).\)