qWeibullDist {ACDm} | R Documentation |
Density (PDF), distribution function (CDF), quantile function (inverted CDF), random generation, exepcted value, and hazard function for the q-Weibull distribution.
dqweibull(x, a = .8, qdist = 1.2, b = 1, forceExpectation = F) pqweibull(q, a = .8, qdist = 1.2, b = 1, forceExpectation = F) qqweibull(p, a = .8, qdist = 1.2, b = 1, forceExpectation = F) rqweibull(n = 1, a = .8, qdist = 1.2, b = 1, forceExpectation = F) qweibullExpectation(a = .8, qdist = 1.2, b = 1) qweibullHazard(x, a = .8, qdist = 1.2, b = 1, forceExpectation = F)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. |
a, qdist, b |
parameters, see 'Details'. |
forceExpectation |
logical; if |
The PDF for the q-Weibull distribution is:
f(ε) = (2-q)\frac{a}{b^a} ε^{a-1} ≤ft[1-(1-q)≤ft(\frac{ε}{b}\right)^a\right]^{\frac{1}{1-q}}
The distribution was used for ACD models by Vuorenmaa (2009).
Vuorenmaa, T. (2009) A q-Weibull Autoregressive Conditional Duration Model with an Application to NYSE and HSE data. Available at SSRN: http://ssrn.com/abstract=1952550.