distTails (version 0.1.2)

dtailw: TailW Density function

Description

This function computes the density of the tailW with the input sample data. The expression for the density used is: $$f(x, \alpha, \beta, \nu) = \alpha \beta (x + \nu)^{\beta -1} \exp(-\alpha(x + \nu)^{\beta} + \alpha \nu^{\beta})$$

Usage

dtailw(x, threshold, scale, shape)

Arguments

x

Sample data.

threshold

Minimum value of the tail.

scale

Scale parameter.

shape

Shape parameter.

Value

Gives the density of the TailW. The length of the result is determined by the length of x.

Examples

# NOT RUN {
# Generate random deviates from a weibull tail and plot the theoretical density.
scale <- 2
shape <- 1
threshold <- 1
x_seq <- seq(threshold, 5, length.out = 500)
theo_density <- dtailw(x_seq, threshold = threshold, scale = scale, shape = shape)
sample <- rtailw(500, threshold = threshold, scale = scale, shape = shape)
hist(sample, probability = TRUE)
lines(x = x_seq, y = theo_density, col = "red")
# }