order_glg | R Documentation |
order_glg
is used to obtain a random sample of the K-th order statistics from a generalized log-gamma distribution.
order_glg(size, mu, sigma, lambda, k, n, alpha = 0.05)
size |
numeric, represents the size of the sample. |
mu |
numeric, represents the location parameter. Default value is 0. |
sigma |
numeric, represents the scale parameter. Default value is 1. |
lambda |
numeric, represents the shape parameter. Default value is 1. |
k |
numeric, represents the K-th smallest value from a sample. |
n |
numeric, represents the size of the sample to compute the order statistic from. |
alpha |
numeric, (1 - alpha) represents the confidence of an interval for the population median of the distribution of the k-th order statistic. Default value is 0.05. |
A list with a random sample of order statistics from a generalized log-gamma distribution, the value of its join probability density function evaluated in the random sample and a (1 - alpha) confidence interval for the population median of the distribution of the k-th order statistic.
Carlos Alberto Cardozo Delgado <cardozorpackages@gmail.com>.
Gentle, J, Computational Statistics, First Edition. Springer - Verlag, 2009.
Naradajah, S. and Rocha, R. (2016) Newdistns: An R Package for New Families of Distributions, Journal of Statistical Software.
# A random sample of size 10 of order statistics from a Extreme Value Distribution. order_glg(10,0,1,1,1,50) ## Not run: # A small comparison between two random sampling methods of order statistics # Method 1 m <- 10 output <- rep(0,m) order_sample <- function(m,n,k){ for(i in 1:m){ sample <- rglg(n) order_sample <- sort(sample) output[i] <- order_sample[k] } return(output) } N <- 10000 n <- 200 k <- 100 system.time(order_sample(N,n,k)) sample_1 <- order_sample(N,n,k) hist(sample_1) summary(sample_1) # Method 2 system.time(order_glg(N,0,1,1,k,n)) sample_2 <- order_glg(N,0,1,1,k,n)$sample hist(sample_2) summary(sample_2) ## End(Not run)
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