ActuDistns (version 2.0)

qhjorth: Hjorth quantile function

Description

Computes the quantile function of the Hjorth distribution

Usage

qhjorth(x, u = 0.5, delta = 1, theta = 1, beta = 1)

Arguments

x

scale or vector of positive values at which the integrated hazard rate function needs to be computed

u

scale or vector of positive values at which the integrated hazard rate function needs to be computed, must be of the same length as x

delta

the value of delta parameter, must be positive

theta

the value of theta parameter, must be positive

beta

the value of beta parameter, must be positive

Value

• An object of the same length as x, giving the hazard rate function values computed at x and u

References

S. Nadarajah, S. A. A. Bakar, Tabulations of survival models for actuarial use, submitted

Examples

x=runif(10,min=0,max=1)
y=qhjorth(x)