elife: Excess lifetime distributions

Description

Quantile, distribution, density and hazard functions of excess lifetime distribution for threshold exceedances.

Usage

qelife(
  p,
  rate,
  scale,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake"),
  lower.tail = TRUE
)
pelife(
  q,
  rate,
  scale,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake"),
  lower.tail = TRUE,
  log.p = FALSE
)
selife(
  q,
  rate,
  scale,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake"),
  log.p = FALSE
)
relife(
  n,
  scale = 1,
  rate,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake")
)
delife(
  x,
  scale = 1,
  rate,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake"),
  log = FALSE
)
helife(
  x,
  scale = 1,
  rate,
  shape,
  family = c("exp", "gp", "weibull", "gomp", "gompmake", "extgp", "extweibull", "perks",
    "perksmake", "beard", "beardmake"),
  log = FALSE
)

Value

depending on the function type, a vector of probabilities (pelife), survival probabilities (selife), quantiles (qelife), density (delife), or hazard (helife). The function relife returns a random sample of size n from the distribution.

Arguments

p: vector of probabilities
rate: rate parameter(s); for models with Makeham component, the last entry should be part of the rate vector
scale: scale parameter
shape: vector of shape parameter(s).
family: string indicating the parametric model, one of exp, gp, gomp, gompmake, weibull, extgp, extweibull, perks, perksmake, beard and beardmake
lower.tail: logical; if TRUE (default), the lower tail probability \(\Pr(X \leq x)\) is returned.
q: vector of quantiles.
n: sample size
log, log.p: logical; if TRUE, values are returned on the logarithmic scale (default to FALSE).