R: Slash Distribution

Slash {VGAM}

R Documentation

Slash Distribution

Description

Density function, distribution function, and random generation for the slash distribution.

Usage

dslash(x, mu = 0, sigma = 1, log = FALSE, smallno = .Machine$double.eps*1000)
pslash(q, mu = 0, sigma = 1, very.negative = -10000,
       lower.tail = TRUE, log.p = FALSE)
rslash(n, mu = 0, sigma = 1)

Arguments

`x, q`	vector of quantiles.
`n`	Same as `runif`.
`mu, sigma`	the mean and standard deviation of the univariate normal distribution.
`log`	Logical. If `TRUE` then the logarithm of the density is returned.
`very.negative`	Numeric, of length 1. A large negative value. For `(q-mu)/sigma` values less than this, the value 0 is returned because `integrate` tends to fail. A warning is issued. Similarly, if `(q-mu)/sigma` is greater than `abs(very.negative)` then 1 is returned with a warning.
`smallno`	See `slash`.
`lower.tail, log.p`	Same meaning as in `pnorm` or `qnorm`.

Details

See slash, the VGAM family function for estimating the two parameters by maximum likelihood estimation, for the formula of the probability density function and other details.

Function pslash uses a for () loop and integrate, meaning it's very slow. It may also be inaccurate for extreme values of q, and returns with 1 or 0 values when too extreme compared to very.negative.

Value

dslash gives the density, and pslash gives the distribution function, rslash generates random deviates.

Note

pslash is very slow.

Author(s)

Thomas W. Yee and C. S. Chee

Examples

## Not run: 
curve(dslash, col = "blue", ylab = "f(x)", -5, 5, ylim = c(0, 0.4), las = 1,
     main = "Standard slash, normal and Cauchy densities", lwd = 2)
curve(dnorm, col = "black", lty = 2, lwd = 2, add = TRUE)
curve(dcauchy, col = "orange", lty = 3, lwd = 2, add = TRUE)
legend("topleft", c("slash", "normal", "Cauchy"), lty = 1:3,
       col = c("blue","black","orange"), lwd = 2)

curve(pslash, col = "blue", -5, 5, ylim = 0:1)
pslash(c(-Inf, -20000, 20000, Inf))  # Gives a warning

## End(Not run)

[Package VGAM version 1.0-1 Index]