flexsurv (version 1.1.1)

Gompertz: The Gompertz distribution


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


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)

hgompertz(x, shape, rate = 1, log = FALSE)

Hgompertz(x, shape, rate = 1, log = FALSE)


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).


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


vector of probabilities.


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


dgompertz gives the density, pgompertz gives the distribution function, qgompertz gives the quantile function, hgompertz gives the hazard function, Hgompertz gives the cumulative hazard function, and rgompertz generates random deviates.


The Gompertz distribution with shape parameter \(a\) and rate parameter \(b\) has probability density function

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

and hazard

$$h(x | a, b) = b e^{ax}$$

The hazard is increasing for shape \(a>0\) and decreasing for \(a<0\). 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 \(\exp(b/a)\) of living forever. On these occasions qgompertz and rgompertz will return Inf.


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

See Also