PExp {peppm}

Probability function, distribution function, quantile function and random generation for the Piecewise Exponential (PE) distribution.

Description

Probability function, distribution function, quantile function and random generation for the Piecewise Exponential (PE) distribution.

Usage

dpexp(x, tgrid, rates, log = FALSE)

ppexp(q, tgrid, rates, lower.tail = TRUE, log.p = FALSE)

qpexp(p, tgrid, rates, lower.tail = TRUE, log.p = FALSE)

rpexp(n, tgrid, rates)

Arguments

x

vector of time points.

tgrid

vector of time grid knots.

rates

vector of failure rates.

log, log.p

logical; if TRUE, probabilities p are given as log(p).

q

vector of quantiles.

lower.tail

logical; if TRUE (default), probabilities are P[X \le x]; otherwise, P[X > x].

p

vector of probabilities.

n

number of random values to return.

Value

dpexp gives the (log) probability function, ppexp gives the (log) distribution function, qpexp gives the quantile function, and rpexp generates random deviates.

Examples

n <- 10
tgrid <- c(0, 1, 3, 7, Inf)
rates <- c(0.5, 4, 0.8, 0.1)
x <- sort(rpexp(n, tgrid=tgrid, rates=rates))
Fx <- ppexp(x, tgrid, rates)
y <- qpexp(Fx, tgrid, rates)
# checking:
x==y