loggammarob: Robust estimation of the three parameters extended Log Gamma...

In robustloggamma: Robust Estimation of the Generalized log Gamma Model

Description

Four different type of robust procedures are provided for the estimation of the parameters in the three parameters extended Log Gamma model

Usage

loggammarob(x, start=NULL, weights = rep(1, length(x)),
  method=c("oneWL", "WQTau", "WL", "QTau", "ML"), control, ...)
## S3 method for class 'loggammarob'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

x	numeric. A vector with the dataset.
start	NULL or numeric. A vector of length 3 to be used when method is WL, oneWL and ML, otherwise starting values are obtained from WQTau in the first two methods and QTau in the last one.
weights	numeric. A vector of weights used in the method QTau.
method	character. The method used, see Details below. Default is oneWL a one step weighted likelihood estimates starting from WQTau.
control	list. An object from function loggammarob.control.
digits	minimal number of _significant_ digits, see print.default.
...	further arguments can be passed directly to the function instead of using the control argument.

Value

An object of class 'loggammarob'. A list that includes the following components:

mu	location parameter.
sigma	scale parameter.
lambda	shape parameter.
eta	estimate of E(exp(x)) parameter.
weights	the final weights.
iterations	number of iterations.
error	used only in method oneWL. If 1 then the Jacobian matrix is not invertible.
data	the original dataset.
method	the method used.

Author(s)

C. Agostinelli, A. Marazzi, V.J. Yohai and A. Randriamiharisoa

References

C. Agostinelli, A. Marazzi and V.J. Yohai (2015). Robust estimates of the generalized loggamma distribution. Technometrics, Volume 56, Issue 1, 2014. doi:10.1080/00401706.2013.818578

Agostinelli C., Marazzi A., Yohai V.J., Randriamiharisoa A. (2016). Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma. Journal of Statistical Software, 70(7), 1-21. doi:10.18637/jss.v070.i07

See Also

LogGammaDist.

Examples

  set.seed(1234)
  x <- sort(rloggamma(n=80, lambda=1))
  res <- loggammarob(x, control=loggammarob.control(lower=0, upper=2, n=30))
  print(res)

robustloggamma documentation built on May 1, 2019, 9:20 p.m.