pextgp

Distribution function of the extended generalized Pareto distribution

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

pextgp function

<dl><dt>q</dt>
<dd>vector of quantiles.</dd>
<dt>scale</dt>
<dd>scale parameter, strictly positive.</dd>
<dt>shape1</dt>
<dd>positive shape parameter \(\beta\); model defaults to generalized Pareto when it equals zero.</dd>
<dt>shape2</dt>
<dd>shape parameter \(\gamma\); model reduces to Gompertz when <code>shape2=0</code>.</dd>
<dt>lower.tail</dt>
<dd>logical; if <code>TRUE</code> (default), the lower tail probability \(\Pr(X \leq x)\) is returned.</dd>
<dt>log.p</dt>
<dd>logical; if <code>FALSE</code> (default), values are returned on the probability scale.</dd></dl>

Arguments

Distribution function of the extended generalized Pareto distribution — pextgp

<dl>

<dt>q</dt>
<dd>vector of quantiles.</dd>


<dt>scale</dt>
<dd>scale parameter, strictly positive.</dd>


<dt>shape1</dt>
<dd>positive shape parameter \(\beta\); model defaults to generalized Pareto when it equals zero.</dd>


<dt>shape2</dt>
<dd>shape parameter \(\gamma\); model reduces to Gompertz when <code>shape2=0</code>.</dd>


<dt>lower.tail</dt>
<dd>logical; if <code>TRUE</code> (default), the lower tail probability \(\Pr(X \leq x)\) is returned.</dd>


<dt>log.p</dt>
<dd>logical; if <code>FALSE</code> (default), values are returned on the probability scale.</dd>

</dl>

pextgp: Distribution function of the extended generalized Pareto distribution

Description

Usage

Value

Arguments