gen.Family: Functions to generate log and logit distributions from...

In gamlss.dist: Distributions for Generalized Additive Models for Location Scale and Shape

Functions to generate log and logit distributions from existing continuous gamlss.family distributions

Description

There are five functions here. Only the functions Family and gen.Family should be used (see details).

Usage

Family.d(family = "NO", type = c("log", "logit"), ...)
Family.p(family = "NO", type = c("log", "logit"), ...)
Family.q(family = "NO", type = c("log", "logit"), ...)
Family.r(family = "NO", type = c("log", "logit"), ...)
Family(family = "NO", type = c("log", "logit"), local = TRUE, ...)
gen.Family(family = "NO", type = c("log", "logit"), ...)

Arguments

family	a continuous gamlss.family distribution
type	the type of transformation only "log" and "logit" are allowed
local	It is TRUE if is called within gamlss() otherwise is FALSE
...	for passing extra arguments

Details

The function gen.Family creates the standard d,p,q,r functions for the distribution plus the fitting gamlss.family. For example gen.Family("NO", "logit") will generate the functions dlogitNO(), plogitNO() , qlogitNO() , rlogitNO() and dlogitNO(). The latest function can be used in family argument of gamlss() to fit a logic-Normal distribution i.e. family=logitNO. The same fitting can be achieved by using family=Family("NO", "logit"). Here the required dlogitNO(), plogitNO() and logitNO() functions are generated locally within the gamlss() environment.

Value

The function gen.Family returns the d, p, q r functions plus the fitting function.

Author(s)

Mikis Stasinopoulos and 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.

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, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1201/9780429298547")}. An older version can be found in https://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, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v023.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. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1201/b21973")}

(see also https://www.gamlss.com/).

Examples

# generating a log t distribution
gen.Family("TF")
# plotting the d, p, q, and r functions
op<-par(mfrow=c(2,2))
curve(dlogTF(x, mu=0), 0, 10)
curve(plogTF(x, mu=0), 0, 10)
curve(qlogTF(x, mu=0), 0, 1)
Y<- rlogTF(200)
hist(Y)
par(op)


# different mu
curve(dlogTF(x, mu=-1, sigma=1, nu=10), 0, 5, ylim=c(0,1))
curve(dlogTF(x, mu=0, sigma=1, nu=10), 0,  5, add=TRUE, col="red", lty=2)
curve(dlogTF(x, mu=1, sigma=1, nu=10), 0, 5, add=TRUE, col="blue", lty=3)

# different sigma
curve(dlogTF(x, mu=0, sigma=.5, nu=10), 0, 5, ylim=c(0,1))
curve(dlogTF(x, mu=0, sigma=1, nu=10), 0, 5, add=TRUE, col="red", lty=2)
curve(dlogTF(x, mu=0, sigma=2, nu=10), 0, 5, add=TRUE, col="blue", lty=3)

# different degrees of freedom nu
curve(dlogTF(x,  mu=0, sigma=1, nu=1), 0, 5, ylim=c(0,.8), n = 1001)
curve(dlogTF(x,  mu=0, sigma=1, nu=2), 0, 5, add=TRUE, col="red", lty=2)
curve(dlogTF(x,  mu=0, sigma=1, nu=5), 0, 5, add=TRUE, col="blue", lty=3)


# generating a logit t distribution
gen.Family("TF", "logit")
# plotting the d, p, q, and r functions
op<-par(mfrow=c(2,2))
curve(dlogitTF(x, mu=0), 0, 1)
curve(plogitTF(x, mu=0), 0, 1)
curve(qlogitTF(x, mu=0), 0, 1)
abline(v=1)
Y<- rlogitTF(200)
hist(Y)
par(op)


# different mu
curve(dlogitTF(x, mu=-2, sigma=1, nu=10), 0, 1, ylim=c(0,5))
curve(dlogitTF(x, mu=0, sigma=1, nu=10), 0, 1, add=TRUE, col="red", lty=2)
curve(dlogitTF(x, mu=2, sigma=1, nu=10), 0, 1, add=TRUE, col="blue", lty=3)

# different sigma
curve(dlogitTF(x, mu=0, sigma=1, nu=10), 0, 1, ylim=c(0,2.5))
curve(dlogitTF(x, mu=0, sigma=2, nu=10), 0, 1, add=TRUE, col="red", lty=2)
curve(dlogitTF(x, mu=0, sigma=.7, nu=10), 0, 1, add=TRUE, col="blue", lty=3)

# different degrees of freedom nu
curve(dlogitTF(x,  mu=0, sigma=1, nu=1), 0, 1, ylim=c(0,1.6))
curve(dlogitTF(x,  mu=0, sigma=1, nu=2), 0, 1, add=TRUE, col="red", lty=2)
curve(dlogitTF(x,  mu=0, sigma=1, nu=5), 0, 1, add=TRUE, col="blue", lty=3)

gamlss.dist documentation built on Aug. 24, 2023, 1:06 a.m.