Hurdle {brms}

Hurdle Distributions

Description

Density and distribution functions for hurdle distributions.

Usage

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)

Arguments

x

Vector of quantiles.

hu

hurdle probability

log

Logical; If TRUE, values are returned on the log scale.

q

Vector of quantiles.

lower.tail

Logical; If TRUE (default), return P(X <= x). Else, return P(X > x) .

log.p

Logical; If TRUE, values are returned on the log scale.

mu, lambda

location parameter

shape

shape parameter

sigma, scale

scale parameter

Details

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.