Hjorth {rmutil}

Hjorth Distribution

Description

These functions provide information about the Hjorth distribution with location parameter equal to m, dispersion equal to s, and family parameter equal to f: density, cumulative distribution, quantiles, log hazard, and random generation.

The Hjorth distribution has density

f(y) = (1+\sigma y)^{-\nu/\sigma} \exp(-(y/\mu)^2/2) (\frac{y}{\mu^2}+\frac{\nu}{1+\sigma y})

where \mu is the location parameter of the distribution, \sigma is the dispersion, and \nu is the family parameter.

Usage

dhjorth(y, m, s, f, log=FALSE)
phjorth(q, m, s, f)
qhjorth(p, m, s, f)
rhjorth(n, m, s, f)

Arguments

y

vector of responses.

q

vector of quantiles.

p

vector of probabilities

n

number of values to generate

m

vector of location parameters.

s

vector of dispersion parameters.

f

vector of family parameters.

log

if TRUE, log probabilities are supplied.

Author(s)

J.K. Lindsey

Examples

dhjorth(5, 5, 5, 2)
phjorth(5, 5, 5, 2)
qhjorth(0.8, 5, 5, 2)
rhjorth(10, 5, 5, 2)