JSUoriginal: The original Johnson's Su distribution for fitting a GAMLSS

Description Usage Arguments Details Value Warning Author(s) References See Also Examples

Description

This function defines the , a four parameter distribution, for a gamlss.family object to be used for a GAMLSS fitting using the function gamlss(). The functions dJSUo, pJSUo, qJSUo and rJSUo define the density, distribution function, quantile function and random generation for the the Johnson's Su distribution.

Usage

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JSUo(mu.link = "identity", sigma.link = "log", nu.link = "identity", tau.link = "log")
dJSUo(x, mu = 0, sigma = 1, nu = 0, tau = 1, log = FALSE)
pJSUo(q, mu = 0, sigma = 1, nu = 0, tau = 1, lower.tail = TRUE, log.p = FALSE)
qJSUo(p, mu = 0, sigma = 1, nu = 0, tau = 1, lower.tail = TRUE, log.p = FALSE)
rJSUo(n, mu = 0, sigma = 1, nu = 0, tau = 1)

Arguments

mu.link

Defines the mu.link, with "identity" link as the default for the mu parameter. Other links are "inverse", "log" and "own"

sigma.link

Defines the sigma.link, with "log" link as the default for the sigma parameter. Other links are "inverse", "identity" and "own"

nu.link

Defines the nu.link, with "identity" link as the default for the nu parameter. Other links are "inverse", "log" ans "own"

tau.link

Defines the tau.link, with "log" link as the default for the tau parameter. Other links are "inverse", "identity" and "own"

x,q

vector of quantiles

mu

vector of location parameter values

sigma

vector of scale parameter values

nu

vector of skewness nu parameter values

tau

vector of kurtosis tau parameter values

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required

Details

The probability density function of the orininal Jonhson's SU distribution, (JSU), is defined as

f(y|mu,sigma,nu,tau)=tau/(sigma)*(1/(z^2+1)^.5)*(1/2*Pi)^(.5)exp(-.5r^2)

for 0<y<0, mu=(-Inf,+Inf), sigma>0, nu=(-Inf,+Inf) and tau>0. where z=(y-mu)/sigma, nu + tau* asinh(z).

Value

JSUo() returns a gamlss.family object which can be used to fit a Johnson's Su distribution in the gamlss() function. dJSUo() gives the density, pJSUo() gives the distribution function, qJSUo() gives the quantile function, and rJSUo() generates random deviates.

Warning

The function JSU uses first derivatives square in the fitting procedure so standard errors should be interpreted with caution. It is recomented to be used only with method=mixed(2,20)

Author(s)

Mikis Stasinopoulos and Bob Rigby

References

Johnson, N. L. (1954). Systems of frequency curves derived from the first law of Laplace., Trabajos de Estadistica, 5, 283-291.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in http://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

See Also

gamlss.family, JSU, BCT

Examples

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JSU()   
plot(function(x)dJSUo(x, mu=0,sigma=1,nu=-1, tau=.5), -4, 15, 
 main = "The JSUo  density mu=0,sigma=1,nu=-1, tau=.5")
plot(function(x) pJSUo(x, mu=0,sigma=1,nu=-1, tau=.5), -4, 15, 
 main = "The JSUo  cdf mu=0, sigma=1, nu=-1, tau=.5")
# library(gamlss)
# data(abdom)
# h<-gamlss(y~cs(x,df=3), sigma.formula=~cs(x,1), family=JSUo, 
#          data=abdom, method=mixed(2,20)) 
# plot(h)

Example output

Loading required package: MASS

GAMLSS Family: JSU Johnson SU 
Link function for mu   : identity 
Link function for sigma: log 
Link function for nu   : identity 
Link function for tau  : log 

gamlss.dist documentation built on July 13, 2020, 5:08 p.m.