expgeometric: Exponential Geometric Distribution Family Function

View source: R/family.others.R

expgeometricR Documentation

Exponential Geometric Distribution Family Function


Estimates the two parameters of the exponential geometric distribution by maximum likelihood estimation.


expgeometric(lscale = "loglink", lshape = "logitlink",
             iscale = NULL,   ishape = NULL,
             tol12 = 1e-05, zero = 1, nsimEIM = 400)


lscale, lshape

Link function for the two parameters. See Links for more choices.

iscale, ishape

Numeric. Optional initial values for the scale and shape parameters.


Numeric. Tolerance for testing whether a parameter has value 1 or 2.

zero, nsimEIM

See CommonVGAMffArguments.


The exponential geometric distribution has density function

f(y; c = scale, s = shape) = (1/c) (1 - s) e^{-y/c} (1 - s e^{-y/c})^{-2}

where y > 0, c > 0 and s \in (0, 1). The mean, (c (s - 1)/ s) \log(1 - s) is returned as the fitted values. Note the median is c \log(2 - s). Simulated Fisher scoring is implemented.


An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm and vgam.


We define scale as the reciprocal of the scale parameter used by Adamidis and Loukas (1998).


J. G. Lauder and T. W. Yee


Adamidis, K., Loukas, S. (1998). A lifetime distribution with decreasing failure rate. Statistics and Probability Letters, 39, 35–42.

See Also

dexpgeom, exponential, geometric.


## Not run: 
Scale <- exp(2); shape = logitlink(-1, inverse = TRUE);
edata <- data.frame(y = rexpgeom(n = 2000, scale = Scale, shape = shape))
fit <- vglm(y ~ 1, expgeometric, edata, trace = TRUE)
c(with(edata, mean(y)), head(fitted(fit), 1))
coef(fit, matrix = TRUE)

## End(Not run)

VGAM documentation built on Sept. 19, 2023, 9:06 a.m.