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.


[Package crandep version 0.3.9 Index]