# fisk: Fisk Distribution family function In VGAM: Vector Generalized Linear and Additive Models

 fisk R Documentation

## Fisk Distribution family function

### Description

Maximum likelihood estimation of the 2-parameter Fisk distribution.

### Usage

```fisk(lscale = "loglink", lshape1.a = "loglink", iscale = NULL,
ishape1.a = NULL, imethod = 1, lss = TRUE,
gscale = exp(-5:5), gshape1.a = seq(0.75, 4, by = 0.25),
probs.y = c(0.25, 0.5, 0.75), zero = "shape")
```

### Arguments

 `lss` See `CommonVGAMffArguments` for important information. `lshape1.a, lscale` Parameter link functions applied to the (positive) parameters a and `scale`. See `Links` for more choices. `iscale, ishape1.a, imethod, zero` See `CommonVGAMffArguments` for information. For `imethod = 2` a good initial value for `iscale` is needed to obtain a good estimate for the other parameter. `gscale, gshape1.a` See `CommonVGAMffArguments` for information. `probs.y` See `CommonVGAMffArguments` for information.

### Details

The 2-parameter Fisk (aka log-logistic) distribution is the 4-parameter generalized beta II distribution with shape parameter q=p=1. It is also the 3-parameter Singh-Maddala distribution with shape parameter q=1, as well as the Dagum distribution with p=1. More details can be found in Kleiber and Kotz (2003).

The Fisk distribution has density

f(y) = a y^(a-1) / [b^a (1 + (y/b)^a)^2]

for a > 0, b > 0, y >= 0. Here, b is the scale parameter `scale`, and a is a shape parameter. The cumulative distribution function is

F(y) = 1 - [1 + (y/b)^a]^(-1) = [1 + (y/b)^(-a)]^(-1).

The mean is

E(Y) = b gamma(1 + 1/a) gamma(1 - 1/a)

provided a > 1; these are returned as the fitted values. This family function handles multiple responses.

### Value

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

### Note

See the notes in `genbetaII`.

T. W. Yee

### References

Kleiber, C. and Kotz, S. (2003). Statistical Size Distributions in Economics and Actuarial Sciences, Hoboken, NJ, USA: Wiley-Interscience.

`Fisk`, `genbetaII`, `betaII`, `dagum`, `sinmad`, `inv.lomax`, `lomax`, `paralogistic`, `inv.paralogistic`, `simulate.vlm`.

### Examples

```fdata <- data.frame(y = rfisk(200, shape = exp(1), exp(2)))
fit <- vglm(y ~ 1, fisk(lss = FALSE), data = fdata, trace = TRUE)
fit <- vglm(y ~ 1, fisk(ishape1.a = exp(2)), fdata, trace = TRUE)
coef(fit, matrix = TRUE)
Coef(fit)
summary(fit)
```

VGAM documentation built on July 6, 2022, 5:05 p.m.