Logit Normal distribution for fitting in GAMLSS

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Description

The functions dLOGITNO, pLOGITNO, qLOGITNO and rLOGITNO define the density, distribution function, quantile function and random generation for the logit-normal distribution. The function LOGITNO can be used for fitting the distribution in gamlss().

Usage

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LOGITNO(mu.link = "logit", sigma.link = "log")
dLOGITNO(x, mu = 0.5, sigma = 1, log = FALSE)
pLOGITNO(q, mu = 0.5, sigma = 1, lower.tail = TRUE, log.p = FALSE)
qLOGITNO(p, mu = 0.5, sigma = 1, lower.tail = TRUE, log.p = FALSE)
rLOGITNO(n, mu = 0.5, sigma = 1)

Arguments

mu.link

the link function for mu

sigma.link

the link function for sigma

x,q

vector of quantiles

mu

vector of location parameter values

sigma

vector of scale 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 in LOGITNO is defined as

f(y|mu,sigma)=(1/(y*(1-y)*sqrt(2*pi)*sigma))*exp(-0.5*((log(y/(1-y))-log(mu/(1-mu))/(sigma))^2)

for 0<y>1, mu=(0,1) and σ>0.

Value

LOGITNO() returns a gamlss.family object which can be used to fit a logit-normal distribution in the gamlss() function.

Author(s)

Mikis Stasinopoulos, Bob Rigby

References

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.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

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.

See Also

gamlss.family, LOGNO

Examples

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# plotting the d, p, q, and r functions
op<-par(mfrow=c(2,2))
curve(dLOGITNO(x), 0, 1)
curve(pLOGITNO(x), 0, 1)
curve(qLOGITNO(x), 0, 1)
Y<- rLOGITNO(200)
hist(Y)
par(op)

# plotting the d, p, q, and r functions
# sigma 3
op<-par(mfrow=c(2,2))
curve(dLOGITNO(x, sigma=3), 0, 1)
curve(pLOGITNO(x, sigma=3), 0, 1)
curve(qLOGITNO(x, sigma=3), 0, 1)
Y<- rLOGITNO(200, sigma=3)
hist(Y)
par(op)

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