hypoexp(sdprisk)
hypoexp()所属R语言包:sdprisk
Hypo-Exponential Distribution
低指数分布
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Density, distribution function, random generation and moment-generating function (and its first two derivatives) for the hypo-exponential distribution with rates rate.
密度,分布函数,随机生成的低指数分布的利率rate矩生成函数(以及它的衍生工具)。
用法----------Usage----------
dhypoexp(x, rate = 1, log = FALSE)
phypoexp(q, rate = 1, lower.tail = TRUE, log.p = FALSE, tailarea = FALSE)
rhypoexp(n = 1, rate = 1)
mgfhypoexp(x, rate = 1, difforder = 0)
参数----------Arguments----------
参数:x, q
vector of quantiles.
向量的位数。
参数:n
number of observations. If length(n) > 1, the length is taken to be the number required.
若干意见。如果length(n) > 1,长度所需的数量。
参数:difforder
the order of derivative for the moment-generating function; currently only implemented for 0, 1, 2.
矩生成函数导数的顺序,目前仅实现了0,1,2。
参数:rate
vector of (unique) rates.
矢量的(唯一的)价格。
参数:lower.tail
logical; if TRUE, probabilities are P(X ≤ x), otherwise P(X > x).
逻辑,如果TRUE,概率是P(X ≤ x),否则P(X > x)。
参数:log, log.p
logical; if TRUE, probabilities p are given as log(p).
逻辑,如果TRUE,概率plog(p)。
参数:tailarea
logical; if TRUE, probabilities are given for the integrated tail area distribution.
逻辑,如果TRUE,概率为一体的尾翼面积分布。
Details
详细信息----------Details----------
The sum of n independent exponentially distributed random variables X_{i} with rate parameters λ_{i} has a hypo-exponential distribution with rate vector (λ_{1}, …, λ_{n}).
n独立指数分布的随机变量的总和X_{i}率参数λ_{i}有低血糖指数的分布与速度向量(λ_{1}, …, λ_{n})。
The hypo-exponential distribution is a generalization of the Erlang distribution (a Gamma distribution with an integer-valued shape parameter) and a special case of the phase-type distribution (see References section).
低指数分布是一个概括的Erlang分布(Gamma分布的一个整数值的形状参数)和一个特殊的情况下,相型分布(请参阅参考资料部分)。
值----------Value----------
dhypoexp gives the density, phypoexp gives the distribution function (or the integrated tail area distribution function), rhypoexp generates random deviates and mgfhypoexp gives the moment-generating function (or its derivative up to the second order)
dhypoexp给出的密度,phypoexp给出的分布函数(或集成的尾部区域分布函数),rhypoexp生成随机偏离和mgfhypoexp。给人的时刻产生的功能(或者其衍生到二阶)
注意----------Note----------
If length(rate) == 1, dhypoexp, phypoexp and rhypoexp are equivalent to dexp, pexp and rexp with rate parameter rate and should, in fact, be replaced by the latter ones for computation speed.
如果length(rate) == 1,dhypoexp,phypoexp和rhypoexp是相当于dexp的pexp和rexp率参数的<X >,并应,事实上,被替换由后者的计算速度。
参考文献----------References----------
An Algorithmic Approach, reprinted and corrected.
参见----------See Also----------
dexp, dgamma
dexp,dgamma
实例----------Examples----------
## Random generation[#随机生成]
rhypoexp(10, c(3, 5))
## Mean[#平均]
mu <- mgfhypoexp(0, c(3, 5), difforder = 1)
## Variance[#方差]
mgfhypoexp(0, c(3, 5), difforder = 2) - mu^2
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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