BuyseTest (version 2.4.0)

qnormweibull: Density of a Gaussian Variable Plus an Weibull Variable

Description

Density of a Gaussian Variable Plus an Weibull Variable

Usage

qnormweibull(p, scale, shape, rho)

Examples

if (FALSE) {
n <- 5e6

c(qnormweibull(0.5, scale = 1/2, shape = 1, rho = 1.5),
 quantile(rnorm(n) + 1.5 * rweibull(n, scale = 1/2, shape = 1), 0.5))
c(qnormweibull(0.95, scale = 10, shape = 1, rho = 1.5),
quantile(rnorm(n) + 1.5 * rweibull(n, scale = 10, shape = 1), 0.95))

c(qnormweibull(0.5, scale = 1/2, shape = 2, rho = 1.5),
quantile(rnorm(n) + 1.5 * rweibull(n, scale = 1/2, shape = 2), 0.5))
c(qnormweibull(0.95, scale = 10, shape = 2, rho = 1.5),
quantile(rnorm(n) + 1.5 * rweibull(n, scale = 10, shape = 2), 0.95))

c(qnormweibull(0.5, scale = 1/2, shape = 1, rho = -1.5),
quantile(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 1), 0.5))
c(qnormweibull(0.95, scale = 10, shape = 1, rho = -1.5),
quantile(rnorm(n) - 1.5 * rweibull(n, scale = 10, shape = 1), 0.95))

c(qnormweibull(0.5, scale = 1/2, shape = 2, rho = -1.5),
quantile(rnorm(n) - 1.5 * rweibull(n, scale = 1/2, shape = 2), 0.5))
c(qnormweibull(0.95, scale = 10, shape = 2, rho = -1.5),
quantile(rnorm(n) - 1.5 * rweibull(n, scale = 10, shape = 2), 0.95))

}