Tobit {VGAM} | R Documentation |
Density, distribution function, quantile function and random generation for the Tobit model.
dtobit(x, mean = 0, sd = 1, Lower = 0, Upper = Inf, log = FALSE) ptobit(q, mean = 0, sd = 1, Lower = 0, Upper = Inf, lower.tail = TRUE, log.p = FALSE) qtobit(p, mean = 0, sd = 1, Lower = 0, Upper = Inf) rtobit(n, mean = 0, sd = 1, Lower = 0, Upper = Inf)
x, q |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations.
If |
Lower, Upper |
vector of lower and upper thresholds. |
mean, sd, lower.tail, log, log.p |
see |
See tobit
, the VGAM family function
for estimating the parameters,
for details.
Note that the density at Lower
and Upper
is the
value of dnorm
evaluated there plus
the area to the left/right of that point too.
Thus there are two spikes; see the example below.
dtobit
gives the density,
ptobit
gives the distribution function,
qtobit
gives the quantile function, and
rtobit
generates random deviates.
T. W. Yee
## Not run: m = 0.5; x = seq(-2, 4, len = 501) Lower = -1; Upper = 2.5 plot(x, ptobit(x, m = m, Lower = Lower, Upper = Upper), type = "l", ylim = 0:1, las = 1, col = "orange", ylab = paste("ptobit(m = ", m, ", sd = 1, Lower =", Lower, ", Upper =", Upper, ")"), main = "Orange is cumulative distribution function; blue is density", sub = "Purple lines are the 10,20,...,90 percentiles") abline(h = 0) lines(x, dtobit(x, m = m, Lower = Lower, Upper = Upper), col = "blue") probs = seq(0.1, 0.9, by = 0.1) Q = qtobit(probs, m = m, Lower = Lower, Upper = Upper) lines(Q, ptobit(Q, m = m, Lower = Lower, Upper = Upper), col = "purple", lty = "dashed", type = "h") lines(Q, dtobit(Q, m = m, Lower = Lower, Upper = Upper), col = "darkgreen", lty = "dashed", type = "h") abline(h = probs, col = "purple", lty = "dashed") max(abs(ptobit(Q, m = m, Lower = Lower, Upper = Upper) - probs)) # Should be 0 endpts = c(Lower, Upper) # Endpoints have a spike lines(endpts, dtobit(endpts, m = m, Lower = Lower, Upper = Upper), col = "blue", lwd = 2, type = "h") ## End(Not run)