Description Details Author(s) References Examples
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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Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>, Bob Rigby <r.rigby@londonmet.ac.uk>
Maintainer: Mikis Stasinopoulos <d.stasinopoulos@londonmet.ac.uk>
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/).
1 2 3 4 5 6 7 8 | # 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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