pwu {PWEALL} | R Documentation |
Piecewise uniform distribution: distribution
Description
This will calculate the distribution function of the piecewise uniform distribution
Usage
pwu(t=seq(0,1,by=0.1),u=c(0,5,0.5),ut=c(1,2))
Arguments
t |
a vector of time points |
u |
piecewise constant density |
ut |
a strictly increasing sequence of time points defining the pieces. The first element must be strictly greater than zero. |
Details
Let f(t)=\sum_{j=1}^m u_j I(t_{j-1}<t\le t_j)
be the density function, where u_1,\ldots,u_m
are the corresponding elements of u and t_1,\ldots,t_{m}
are the corresponding elements of ut and t_0=0
.
The distribution function
F(t)=\sum_{j=1}^m u_j(t\wedge t_j-t\wedge t_{j-1}).
User must make sure that \sum_{j=1}^m u_j (t_j-t_{j-1})=1
before using this function.
Value
dist |
distribution |
Note
This provides distribution of the piecewise uniform distribution
Author(s)
Xiaodong Luo
References
Luo, et al. (2017)
See Also
Examples
t<-seq(-1,3,by=0.5)
u<-c(0.6,0.4)
ut<-c(1,2)
pwud<-pwu(t=t,u=u,ut=ut)
pwud