gppiece

dgppiece

pgppiece

qgppiece

rgppiece

Density, distribution, quantile functions and random number generation from the
mixture model of Northrop and Coleman (2014), which consists of <code>m</code>
different generalized Pareto distributions over non-overlapping intervals
with <code>m</code> shape parameters and one scale parameter; the other scale parameters are
constrained so that the resulting distribution is continuous over the domain
and reduces to a generalized Pareto distribution if all of the shape parameters are equal.

internal

A collection of parametric and nonparametric methods for the analysis of survival data. Parametric families implemented include Gompertz-Makeham, exponential and generalized Pareto models and extended models. The package includes an implementation of the nonparametric maximum likelihood estimator for arbitrary truncation and censoring pattern based on Turnbull (1976) <doi:10.1111/j.2517-6161.1976.tb01597.x>, along with graphical goodness-of-fit diagnostics. Parametric models for positive random variables and peaks over threshold models based on extreme value theory are described in Rootzén and Zholud (2017) <doi:10.1007/s10687-017-0305-5>; Belzile et al. (2021) <doi:10.1098/rsos.202097> and Belzile et al. (2022) <doi:10.1146/annurev-statistics-040120-025426>.

Leo Belzile

longevity

Statistical Methods for the Analysis of Excess Lifetimes

gppiece function

<dl><dt>x, q</dt>
<dd>vector of quantiles</dd>
<dt>scale</dt>
<dd>positive value for the first scale parameter</dd>
<dt>shape</dt>
<dd>vector of <code>m</code> shape parameters</dd>
<dt>thresh</dt>
<dd>vector of <code>m</code> thresholds</dd>
<dt>log, log.p</dt>
<dd>logical; if <code>TRUE</code>, the values are returned on the log scale</dd>
<dt>lower.tail</dt>
<dd>logical; if TRUE (default), probabilities are \(\Pr[X \leq x]\) otherwise, \(\Pr[X &gt; x]\).</dd>
<dt>p</dt>
<dd>vector of probabilities</dd>
<dt>n</dt>
<dd>sample size</dd></dl>

Arguments

Piece-wise generalized Pareto distribution — gppiece

<dl>

<dt>x, q</dt>
<dd>vector of quantiles</dd>


<dt>scale</dt>
<dd>positive value for the first scale parameter</dd>


<dt>shape</dt>
<dd>vector of <code>m</code> shape parameters</dd>


<dt>thresh</dt>
<dd>vector of <code>m</code> thresholds</dd>


<dt>log, log.p</dt>
<dd>logical; if <code>TRUE</code>, the values are returned on the log scale</dd>


<dt>lower.tail</dt>
<dd>logical; if TRUE (default), probabilities are \(\Pr[X \leq x]\) otherwise, \(\Pr[X &gt; x]\).</dd>


<dt>p</dt>
<dd>vector of probabilities</dd>


<dt>n</dt>
<dd>sample size</dd>

</dl>

gppiece: Piece-wise generalized Pareto distribution

Description

Usage

Value

Arguments

References