DescTools (version 0.99.43)

Gompertz: The Gompertz distribution

Description

Density, distribution function, quantile function and random generation for the Gompertz distribution with unrestricted shape.

Usage

dGompertz(x, shape, rate = 1, log = FALSE)
pGompertz(q, shape, rate = 1, lower.tail = TRUE, log.p = FALSE)
qGompertz(p, shape, rate = 1, lower.tail = TRUE, log.p = FALSE)
rGompertz(n, shape = 1, rate = 1)

Arguments

x, q

vector of quantiles.

shape, rate

vector of shape and rate parameters.

log, log.p

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

lower.tail

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

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

Value

dGompertz gives the density, pGompertz gives the distribution function, qGompertz gives the quantile function, and rGompertz generates random deviates.

Details

The Gompertz distribution with shape parameter $a$ and rate parameter $b$ has probability density function

$$f(x|a,b)=b{e}^{ax}\exp (-b/a(e^{ax}-1))$$

For $a=0$ the Gompertz is equivalent to the exponential distribution with constant hazard and rate $b$.

The probability distribution function is $$F(x|a,b)=1-\exp (-b/a(e^{ax}-1))$$

Thus if $a$ is negative, letting $x$ tend to infinity shows that there is a non-zero probability $1-\exp (b/a)$ of living forever. On these occasions qGompertz and rGompertz will return Inf.

References

Stata Press (2007) Stata release 10 manual: Survival analysis and epidemiological tables.

See Also

dexp