halft-distn {demest} | R Documentation

## The half-t distribution.

### Description

Density, distribution function, quantile function and random generation for the halt-t distribution.

### Usage

    rhalft(n, df, scale = 1)

    qhalft(p, df, scale = 1)

    phalft(q, df, scale = 1)

    dhalft(x, df, scale = 1)

### Arguments

`n` | Number of observations.
`df` | Degrees of freedom. Positive. Can be non-integer, and can be `Inf`.
`scale` | Dispersion parameter.
`p` | Vector of quantiles.
`q` | Vector of probabilities.
`x` | Vector of quantiles.

### Details

The half-t distribution is also known as the folded-t distribution.

If X has a t distribution with degrees of freedom v, location 0, and scale `s`, then |X| has a half-t distribution with degrees of freedom v and scale `s`.

Internally, the functions all call the corresponding functions for the `t distribution`.

### Value

`dhalft` gives the density, `phalft` gives the distribution function, `qhalft` gives the quantile function, and `rhalft` generates random deviates.

### References

Based on Brazauskas, V., and Kleefeld, A. (2011) Folded and log-folded-t distributions as models for insurance loss data. Scandinavian Actuarial Journal 59-74.

### See Also

Function `plotHalfT` plots density and distribution functions for half-t distributions.

### Examples

    dhalft(x = 0.5, df = 7, scale = 0.5)
    qhalft(p = 0.9, df = 4)
    phalft(q = 0.5, df = 7, scale = 2)
    rhalft(n = 5, df = 30)

[Package demest version 0.0.0.3.1 Index]