sqrtloggamma: A reparametrization for the sigma parameter in loggamma...

Description Usage Format Details Examples

Description

A reparametrization for the sigma parameter in loggamma model. This is used in the function loggammarob.control.

Usage

1

Format

The format is a list of 3 elements

$ gam :function (sigma)

$ gaminv:function (gam)

$ delta :function (sigma)

Details

The object must be a length of dimension 3. Each component is a function. The first component gam performs the transformation for the parameter sigma; gaminv is the inverse function and delta is the derivative of the gam function wrt sigma to the -1 power.

Examples

1
2
3
4
5
6
  str(sqrtloggamma)
  set.seed(1234)
  x <- sort(rloggamma(n=50, lambda=1))
  res <- loggammarob(x, control=loggammarob.control(lower=0, upper=2,
  n=30, reparam=sqrtloggamma))
  print(res)

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