Description Usage Arguments Details Value Author(s) References See Also Examples
Robust Tests and confidence intervals for the parameters of the generalized loggamma model.
1 2 |
x |
list. An object of class 'loggammarob' |
mu |
numeric. Null value for the location parameter |
sigma |
numeric. Null value for the scale parameter |
lambda |
numeric. Null value for the shape parameter |
eta |
numeric. Null value for E(exp(X)) parameter |
type |
character. Type of inference, for now only Wald test is performed |
conf.level |
numeric. Level of the confidence interval. |
prob |
quantile order of the loggamma to be used in the numerical calculation of the expected Fisher Information. |
If no null values are provided, the function report the test for
mu=0
, sigma=1
and lambda=0
.
An object of class 'htest' containing the following components:
statistic: |
the value of the t-statistic. |
parameter: |
the degrees of freedom for the statistic. |
p.value: |
the p-value for the test. |
conf.int: |
a confidence interval for the parameter appropriate to the specified alternative hypothesis. |
estimate: |
the estimate of the parameter(s). |
null.value: |
the specified hypothesized value of the parameter. |
alternative: |
a character string describing the alternative hypothesis. |
method: |
a character string indicating what type of test was performed. |
data.name: |
a character string giving the name(s) of the data. |
A. Marazzi, C. Agostinelli, V.J. Yohai and A. Randriamiharisoa
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
1 2 3 4 5 6 | set.seed(1234)
x <- sort(rloggamma(n=80, lambda=1))
res <- loggammarob(x, control=loggammarob.control(lower=0, upper=2, n=30))
loggammarob.test(res, mu=0) #only location
loggammarob.test(res, mu=0, sigma=1) #location and scale
loggammarob.test(res, eta=1) #E(exp(X))
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