kumar: Kumaraswamy Regression Family Function

In VGAM: Vector Generalized Linear and Additive Models

Kumaraswamy Regression Family Function

Description

Estimates the two parameters of the Kumaraswamy distribution by maximum likelihood estimation.

Usage

kumar(lshape1 = "loglink", lshape2 = "loglink",
      ishape1 = NULL,   ishape2 = NULL,
      gshape1 = exp(2*ppoints(5) - 1), tol12 = 1.0e-4, zero = NULL)

Arguments

lshape1, lshape2	Link function for the two positive shape parameters, respectively, called a and b below. See Links for more choices.
ishape1, ishape2	Numeric. Optional initial values for the two positive shape parameters.
tol12	Numeric and positive. Tolerance for testing whether the second shape parameter is either 1 or 2. If so then the working weights need to handle these singularities.
gshape1	Values for a grid search for the first shape parameter. See CommonVGAMffArguments for more information.
zero	See CommonVGAMffArguments.

Details

The Kumaraswamy distribution has density function

f(y;a = shape1,b = shape2) = a b y^{a-1} (1-y^{a})^{b-1}

where 0 < y < 1 and the two shape parameters, a and b, are positive. The mean is b \times Beta(1+1/a,b) (returned as the fitted values) and the variance is b \times Beta(1+2/a,b) - (b \times Beta(1+1/a,b))^2. Applications of the Kumaraswamy distribution include the storage volume of a water reservoir. Fisher scoring is implemented. Handles multiple responses (matrix input).

Value

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

Author(s)

T. W. Yee

References

Kumaraswamy, P. (1980). A generalized probability density function for double-bounded random processes. Journal of Hydrology, 46, 79–88.

Jones, M. C. (2009). Kumaraswamy's distribution: A beta-type distribution with some tractability advantages. Statistical Methodology, 6, 70–81.

See Also

dkumar, betaff, simulate.vlm.

Examples

shape1 <- exp(1); shape2 <- exp(2)
kdata <- data.frame(y = rkumar(n = 1000, shape1, shape2))
fit <- vglm(y ~ 1, kumar, data = kdata, trace = TRUE)
c(with(kdata, mean(y)), head(fitted(fit), 1))
coef(fit, matrix = TRUE)
Coef(fit)
summary(fit)

VGAM documentation built on Sept. 18, 2024, 9:09 a.m.