The Censored Student-t Distribution
Description
Density, distribution function, quantile function, and random generation for the left and/or right censored student-t distribution with df degrees of freedom.
Usage
dct(x, location = 0, scale = 1, df, left = -Inf, right = Inf, log = FALSE)
pct(q, location = 0, scale = 1, df, left = -Inf, right = Inf,
lower.tail = TRUE, log.p = FALSE)
qct(p, location = 0, scale = 1, df, left = -Inf, right = Inf,
lower.tail = TRUE, log.p = FALSE)
rct(n, location = 0, scale = 1, df, left = -Inf, right = Inf)
Arguments
x, q
|
vector of quantiles. |
p
|
vector of probabilities. |
n
|
number of observations. If length(n) > 1, the length is taken to be the number required.
|
location
|
location parameter. |
scale
|
scale parameter. |
df
|
degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.
|
left
|
left censoring point. |
right
|
right censoring point. |
log, log.p
|
logical; if TRUE, probabilities p are given as log(p). |
lower.tail
|
logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x]. |
Details
If location or scale are not specified they assume the default values of 0 and 1, respectively. left and right have the defaults -Inf and Inf respectively.
The censored student-t distribution has density \(f(x)\):
| \(T((left - \mu)/\sigma)\) | if \(x \le left\) |
| \(1 - T((right - \mu)/\sigma)\) | if \(x \ge right\) |
| \(\tau((x - \mu)/\sigma)/\sigma\) | if \(left < x < right\) |
where \(T\) and \(\tau\) are the cumulative distribution function and probability density function of the student-t distribution with df degrees of freedom respectively, \(\mu\) is the location of the distribution, and \(\sigma\) the scale.
Value
dct gives the density, pct gives the distribution function, qct gives the quantile function, and rct generates random deviates.
See Also
dt