Smix3 {crandep}

Survival function of 3-component discrete extreme value mixture distribution

Description

Smix3 returns the survival function at x for the 3-component discrete extreme value mixture distribution. The component below v is the (truncated) Zipf-polylog(alpha1,theta1) distribution, between v & u the (truncated) Zipf-polylog(alpha2,theta2) distribution, and above u the generalised Pareto(shape, sigma) distribution.

Usage

Smix3(x, v, u, alpha1, theta1, alpha2, theta2, shape, sigma, phi1, phi2, phiu)

Arguments

x

Vector of positive integers

v

Positive integer representing the lower threshold

u

Positive integer representing the upper threshold

alpha1

Real number, first parameter of the Zipf-polylog component below v

theta1

Real number in (0, 1], second parameter of the Zipf-polylog component below v

alpha2

Real number, first parameter of the Zipf-polylog component between v & u

theta2

Real number in (0, 1], second parameter of the Zipf-polylog component between v & u

shape

Real number, shape parameter of the generalised Pareto component

sigma

Real number, scale parameter of the generalised Pareto component

phi1

Real number in (0, 1), proportion of values below v

phi2

Real number in (0, 1), proportion of values between v & u

phiu

Real number in (0, 1), exceedance rate of the threshold u

Value

A numeric vector of the same length as x

See Also

dmix3 for the corresponding probability mass function, Spol and Smix2 for the survival functions of the Zipf-polylog and 2-component discrete extreme value mixture distributions, respectively.