Slash function

Slash distribution

Slash distribution

Probability mass function, distribution function and random generation for slash distribution.

dslash(x, mu = 0, sigma = 1, log = FALSE) pslash(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE) rslash(n, mu = 0, sigma = 1)

Arguments

  • x, q: vector of quantiles.

  • mu: vector of locations

  • sigma: vector of positive valued scale parameters.

  • log, log.p: logical; if TRUE, probabilities p are given as log(p).

  • lower.tail: logical; if TRUE (default), probabilities are P[Xx]P[X \le x]

    otherwise, P[X>x]P[X > x].

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

Details

If Z Normal(0,1)Z ~ Normal(0, 1) and U Uniform(0,1)U ~ Uniform(0, 1), then Z/UZ/U follows slash distribution.

Probability density function

f(x)={ϕ(0)ϕ(x)x2x0122πx=0f(x)=[ifx!=0:](ϕ(0)ϕ(x))/x2[else:]1/(2sqrt(2π)) f(x) = \left\{\begin{array}{ll}\frac{\phi(0) - \phi(x)}{x^2} & x \ne 0 \\\frac{1}{2\sqrt{2\pi}} & x = 0\end{array}\right.f(x) = [if x != 0:] (\phi(0)-\phi(x))/x^2 [else:] 1/(2*sqrt(2*\pi))

Cumulative distribution function

F(x)={Φ(x)ϕ(0)ϕ(x)xx012x=0F(x)=[ifx!=0:]Φ(x)[ϕ(0)ϕ(x)]/x[else:]1/2 F(x) = \left\{\begin{array}{ll}\Phi(x) - \frac{\phi(0)-\phi(x)}{x} & x \neq 0 \\\frac{1}{2} & x = 0\end{array}\right.F(x) = [if x != 0:] \Phi(x) - [\phi(0)-\phi(x)]/x [else:] 1/2

Examples

x <- rslash(1e5, 5, 3) hist(x, 1e5, freq = FALSE, xlim = c(-100, 100)) curve(dslash(x, 5, 3), -100, 100, col = "red", n = 500, add = TRUE) hist(pslash(x, 5, 3)) plot(ecdf(x), xlim = c(-100, 100)) curve(pslash(x, 5, 3), -100, 100, col = "red", lwd = 2, n = 500, add = TRUE)
  • Maintainer: Tymoteusz Wolodzko
  • License: GPL-2
  • Last published: 2023-11-30