hpareto {event}R Documentation

Log Hazard Function for a Pareto Process

Description

These functions provide information about the Pareto distribution with location parameter equal to m and dispersion equal to s: log hazard. (See 'rmutil' for the d/p/q/r boxcox functions density, cumulative distribution, quantiles, and random generation).

The Pareto distribution has density

f(y) = \frac{\sigma }{\mu (\sigma-1)(1 + y/(\mu (\sigma-1)))^{\sigma+1}}

where \mu is the mean parameter of the distribution and \sigma is the dispersion.

This distribution can be obtained as a mixture distribution from the exponential distribution using a gamma mixing distribution.

Usage

hpareto(y, m, s)

Arguments

y

vector of responses.

m

vector of location parameters.

s

vector of dispersion parameters.

Author(s)

J.K. Lindsey

See Also

dexp for the exponential distribution.

Examples

hpareto(5, 2, 2)

[Package event version 1.1.1 Index]