nakagami: Nakagami Regression Family Function

In VGAM: Vector Generalized Linear and Additive Models

Nakagami Regression Family Function

Description

Estimation of the two parameters of the Nakagami distribution by maximum likelihood estimation.

Usage

nakagami(lscale = "loglink", lshape = "loglink", iscale = 1,
         ishape = NULL, nowarning = FALSE, zero = "shape")

Arguments

nowarning	Logical. Suppress a warning?
lscale, lshape	Parameter link functions applied to the scale and shape parameters. Log links ensure they are positive. See Links for more choices and information.
iscale, ishape	Optional initial values for the shape and scale parameters. For ishape, a NULL value means it is obtained in the initialize slot based on the value of iscale. For iscale, assigning a NULL means a value is obtained in the initialize slot, however, setting another numerical value is recommended if convergence fails or is too slow.
zero	See CommonVGAMffArguments.

Details

The Nakagami distribution, which is useful for modelling wireless systems such as radio links, can be written

f(y) = 2 (shape/scale)^{shape} y^{2 \times shape-1} \exp(-shape \times y^2/scale) / \Gamma(shape)

for y > 0, shape > 0, scale > 0. The mean of Y is \sqrt{scale/shape} \times \Gamma(shape+0.5) / \Gamma(shape) and these are returned as the fitted values. By default, the linear/additive predictors are \eta_1=\log(scale) and \eta_2=\log(shape). Fisher scoring is implemented.

Value

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

Note

The Nakagami distribution is also known as the Nakagami-m distribution, where m=shape here. Special cases: m=0.5 is a one-sided Gaussian distribution and m=1 is a Rayleigh distribution. The second moment is E(Y^2)=m.

If Y has a Nakagami distribution with parameters shape and scale then Y^2 has a gamma distribution with shape parameter shape and scale parameter scale/shape.

Author(s)

T. W. Yee

References

Nakagami, M. (1960). The m-distribution: a general formula of intensity distribution of rapid fading, pp.3–36 in: Statistical Methods in Radio Wave Propagation. W. C. Hoffman, Ed., New York: Pergamon.

See Also

rnaka, gamma2, rayleigh.

Examples

nn <- 1000; shape <- exp(0); Scale <- exp(1)
ndata <- data.frame(y1 = sqrt(rgamma(nn, shape = shape, scale = Scale/shape)))
nfit <- vglm(y1 ~ 1, nakagami, data = ndata, trace = TRUE, crit = "coef")
ndata <- transform(ndata, y2 = rnaka(nn, scale = Scale, shape = shape))
nfit <- vglm(y2 ~ 1, nakagami(iscale = 3), data = ndata, trace = TRUE)
head(fitted(nfit))
with(ndata, mean(y2))
coef(nfit, matrix = TRUE)
(Cfit <- Coef(nfit))
## Not run:  sy <- with(ndata, sort(y2))
hist(with(ndata, y2), prob = TRUE, main = "", xlab = "y", ylim = c(0, 0.6),
     col = "lightblue")
lines(dnaka(sy, scale = Cfit["scale"], shape = Cfit["shape"]) ~ sy,
      data = ndata, col = "orange") 
## End(Not run)

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