MOEIW: The Marshall-Olkin Extended Inverse Weibull family

In RelDists: Estimation for some Reliability Distributions

The Marshall-Olkin Extended Inverse Weibull family

Description

The Marshall-Olkin Extended Inverse Weibull family

Usage

MOEIW(mu.link = "log", sigma.link = "log", nu.link = "log")

Arguments

mu.link	defines the mu.link, with "log" link as the default for the mu parameter.
sigma.link	defines the sigma.link, with "log" link as the default for the sigma.
nu.link	defines the nu.link, with "log" link as the default for the nu parameter.

Details

The Marshall-Olkin Extended Inverse Weibull distribution with parameters mu, sigma and nu has density given by

f(x) = \frac{μ σ ν x^{-(σ + 1)} exp\{{-μ x^{-σ}}\}}{\{ν -(ν-1) exp\{{-μ x ^{-σ}}\} \}^{2}},

for x > 0.

Value

Returns a gamlss.family object which can be used to fit a MOEIW distribution in the gamlss() function.

Author(s)

Amylkar Urrea Montoya, [e-mail]

References

\insertRef

okasha2017RelDists

See Also

dMOEIW

Examples

# Example 1
# Generating some random values with
# known mu, sigma and nu
y <- rMOEIW(n=400, mu=0.6, sigma=1.7, nu=0.3)

# Fitting the model
require(gamlss)

mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, family='MOEIW',
              control=gamlss.control(n.cyc=5000, trace=FALSE))

# Extracting the fitted values for mu, sigma and nu
# using the inverse link function
exp(coef(mod, what='mu'))
exp(coef(mod, what='sigma'))
exp(coef(mod, what='nu'))

# Example 2
# Generating random values under some model
n <- 400
x1 <- runif(n, min=0.4, max=0.6)
x2 <- runif(n, min=0.4, max=0.6)
mu <- exp(-2.02 + 3 * x1)
sigma <- exp(2.23 - 2 * x2)
nu <- 0.3
x <- rMOEIW(n=n, mu, sigma, nu)

mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, family=MOEIW,
              control=gamlss.control(n.cyc=5000, trace=FALSE))

coef(mod, what="mu")
coef(mod, what="sigma")
exp(coef(mod, what="nu"))

RelDists documentation built on Dec. 23, 2022, 1:26 a.m.