gamlss.tr.package: Generating and Fitting Truncated 'gamlss.family'...

In gamlss.tr: Generating and Fitting Truncated `gamlss.family' Distributions

Description

This is an add on package to GAMLSS. The purpose of this package is to allow users to defined truncated distributions in GAMLSS models. The main function gen.trun() generates truncated version of an existing GAMLSS family distribution.

Details

The DESCRIPTION file: This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

Mikis Stasinopoulos <[email protected]>, Bob Rigby <[email protected]>

Maintainer: Mikis Stasinopoulos <[email protected]>

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

(see also http://www.gamlss.org/).

Examples

# generating a t-distribution from 0 to 100  	
gen.trun(par=c(0,100),family="TF", name="0to100", type="both")
op<-par(mfrow=c(2,2))
plot(function(x) dTF0to100(x, mu=80 ,sigma=20, nu=5), 0, 100, ylab="pdf")
plot(function(x) pTF0to100(x, mu=80 ,sigma=20, nu=5), 0, 100, ylab="cdf")
plot(function(x) qTF0to100(x, mu=80 ,sigma=20, nu=5), 0.01, .999, ylab="invcdf")
hist(s1<-rTF0to100(1000, mu=80 ,sigma=20, nu=5), ylab="hist", xlab="x", main="generated data")
par(op)

Example output

Loading required package: gamlss.dist
Loading required package: MASS
Loading required package: gamlss
Loading required package: splines
Loading required package: gamlss.data

Attaching package: 'gamlss.data'

The following object is masked from 'package:datasets':

    sleep

Loading required package: nlme
Loading required package: parallel
 **********   GAMLSS Version 5.1-3  ********** 
For more on GAMLSS look at http://www.gamlss.org/
Type gamlssNews() to see new features/changes/bug fixes.

A truncated family of distributions from TF has been generated 
 and saved under the names:  
 dTF0to100 pTF0to100 qTF0to100 rTF0to100 TF0to100 
The type of truncation is both 
 and the truncation parameter is 0 100  

gamlss.tr documentation built on May 2, 2019, 7:15 a.m.