dmix2 {crandep} | R Documentation |
Probability mass function (PMF) of 2-component discrete extreme value mixture distribution
Description
dmix2
returns the PMF at x for the 2-component discrete extreme value mixture distribution. The components below and above the threshold u are the (truncated) Zipf-polylog(alpha,theta) and the generalised Pareto(shape, sigma) distributions, respectively.
Usage
dmix2(x, u, alpha, theta, shape, sigma, phiu)
Arguments
x |
Vector of positive integers |
u |
Positive integer representing the threshold |
alpha |
Real number, first parameter of the Zipf-polylog component |
theta |
Real number in (0, 1], second parameter of the Zipf-polylog component |
shape |
Real number, shape parameter of the generalised Pareto component |
sigma |
Real number, scale parameter of the generalised Pareto component |
phiu |
Real number in (0, 1), exceedance rate of the threshold u |
Value
A numeric vector of the same length as x
See Also
Smix2
for the corresponding survival function, dpol
and dmix3
for the PMFs of the Zipf-polylog and 3-component discrete extreme value mixture distributions, respectively.