Probability function, distribution function, quantile function and random generation for the Piecewise Exponential (PE) distribution.

Usage

dpexp(x, rho, rates, log = FALSE)

ppexp(q, rho, rates, lower.tail = TRUE, log.p = FALSE)

qpexp(p, rho, rates, lower.tail = TRUE, log.p = FALSE)

rpexp(n, rho, rates)

Arguments

x: vector of time points.
rho: vector of time grid knots.
rates: vector of failure rates.
log, log.p: logical; if TRUE, probabilities p are given as log(p).
q: vector of quantiles.
lower.tail: logical; if TRUE (default), probabilities are \(P[X \le x]\); otherwise, \(P[X > x]\).
p: vector of probabilities.
n: number of random values to return.

Value

dpexp gives the (log) probability function, ppexp gives the (log) distribution function, qpexp gives the quantile function, and rpexp generates random deviates.

Examples

n <- 10
rho <- c(0, 1, 3, 7, Inf)
rates <- c(0.5, 4, 0.8, 0.1)
x <- sort(rpexp(n, rho=rho, rates=rates))
Fx <- ppexp(x, rho, rates)
y <- qpexp(Fx, rho, rates)
# checking:
x==y
#>  [1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE