cc.reg: Regression modelling with the CC distribution

In CCd: The Cauchy-Cacoullos (Discrete Cauchy) Distribution

Regression modelling with the CC distribution

Description

Regression modelling with the CC distribution.

Usage

cc.reg(y, x, tol = 1e-6)

Arguments

y	The response variable, a vector with integer values.
x	A vector or matrix with with the predictor variables.
tol	The tolerance value to terminate the maximization algorithm.

Details

Regression modelling assuming that the counts follow the CC distribution is implemented.

Value

A list including:

lambda	The \lambda parameter.
be	The regression coefficients.
loglik	The value of the maximized log-likelihood.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Papadatos N. (2022). The characteristic function of the discrete Cauchy distribution In Memory of T. Cacoullos. Journal of Statistical Theory and Practice, 16(3): 47.

See Also

cc.mle

Examples

y <- round( rcauchy(150, 3, 10) )
x <- iris[, 1:2]
cc.reg(y, x)

CCd documentation built on April 4, 2025, 2:21 a.m.