loggammarob.test: Robust inference for the generalized loggamma model.
In robustloggamma: Robust Estimation of the Generalized log Gamma Model

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/loggammarob.R

Robust Tests and confidence intervals for the parameters of the generalized loggamma model.

1 2	loggammarob.test(x, mu = NULL, sigma = NULL, lambda = NULL, eta = NULL, type = "Wald", conf.level = 0.95, prob = 0.00001)

`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

loggammarob

  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))