betag: Beta G Distribution

In Newdistns: Computes Pdf, Cdf, Quantile and Random Numbers, Measures of Inference for 19 General Families of Distributions

Description

Computes the pdf, cdf, quantile and random numbers of the beta G distribution due to Eugene et al. (2002) specified by the pdf

f (x) = \frac {\displaystyle 1}{\displaystyle B(a,b)} g(x)≤ft[ G(x) \right]^{a - 1} ≤ft[ 1 - G(x) \right]^{b - 1}

for G any valid cdf, g the corresponding pdf, a > 0, the first shape parameter, and b > 0, the second shape parameter. Also computes the Cramer-von Misses statistic, Anderson Darling statistic, Kolmogorov Smirnov test statistic and p-value, maximum likelihood estimates, Akaike Information Criterion, Consistent Akaikes Information Criterion, Bayesian Information Criterion, Hannan-Quinn information criterion, standard errors of the maximum likelihood estimates, minimum value of the negative log-likelihood function and convergence status when the distribution is fitted to some data

Usage

dbetag(x, spec, a = 1, b = 1, log = FALSE, ...)
pbetag(x, spec, a = 1, b = 1, log.p = FALSE, lower.tail = TRUE, ...)
qbetag(p, spec, a = 1, b = 1, log.p = FALSE, lower.tail = TRUE, ...)
rbetag(n, spec, a = 1, b = 1, ...)
mbetag(g, data, starts, method = "BFGS")

Arguments

x	scaler or vector of values at which the pdf or cdf needs to be computed
p	scaler or vector of probabilities at which the quantile needs to be computed
n	number of random numbers to be generated
a	the value of the first shape parameter, must be positive, the default is 1
b	the value of the second shape parameter, must be positive, the default is 1
spec	a character string specifying the distribution of G and g (for example, "norm" if G and g correspond to the standard normal).
log	if TRUE then log(pdf) are returned
log.p	if TRUE then log(cdf) are returned and quantiles are computed for exp(p)
lower.tail	if FALSE then 1-cdf are returned and quantiles are computed for 1-p
...	other parameters
g	same as spec but must be one of chisquare ("chisq"), exponential ("exp"), F ("f"), gamma ("gamma"), lognormal ("lognormal"), Weibull ("weibull"), Burr XII ("burrxii"), Chen ("chen"), Frechet ("frechet"), Gompertz ("gompertz"), linear failure rate ("lfr"), log-logistic ("log-logistic"), Lomax ("lomax") and Rayleigh ("rayleigh"). Each of these distributions has one parameter (r) or two parameters (r, s), for details including the density function and parameter specifications see Nadarajah and Rocha (2014)
data	a vector of data values for which the distribution is to be fitted
starts	initial values of (a, b, r) if g has one parameter or initial values of (a, b, r, s) if g has two parameters
method	the method for optimizing the log likelihood function. It can be one of "Nelder-Mead", "BFGS", "CG", "L-BFGS-B" or "SANN". The default is "BFGS". The details of these methods can be found in the manual pages for optim

Value

An object of the same length as x, giving the pdf or cdf values computed at x or an object of the same length as p, giving the quantile values computed at p or an object of the same length as n, giving the random numbers generated or an object giving the values of Cramer-von Misses statistic, Anderson Darling statistic, Kolmogorov Smirnov test statistic and p-value, maximum likelihood estimates, Akaike Information Criterion, Consistent Akaikes Information Criterion, Bayesian Information Criterion, Hannan-Quinn information criterion, standard errors of the maximum likelihood estimates, minimum value of the negative log-likelihood function and convergence status.

Author(s)

Saralees Nadarajah, Ricardo Rocha

References

S. Nadarajah and R. Rocha, Newdistns: An R Package for New Families of Distributions, Journal of Statistical Software, 69(10), 1-32, doi:10.18637/jss.v069.i10

N. Eugene, C. Lee, F. Famoye, Beta-normal distribution and its applications, Communications in Statistics—Theory and Methods, 31 (2002) 497-512

Examples

x=runif(10,min=0,max=1)
dbetag(x,"exp",a=1,b=1)
pbetag(x,"exp",a=1,b=1)
qbetag(x,"exp",a=1,b=1)
rbetag(10,"exp",a=1,b=1)
mbetag("exp",rexp(100),starts=c(1,1,1),method="BFGS")

Newdistns documentation built on May 1, 2019, 10:32 p.m.