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.
The DESCRIPTION file:
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Maintainer: Mikis Stasinopoulos <[email protected]>
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/).
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# 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)
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
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