ZANVASIM: Zero-adjusted N-Vasicek distribution with mean...

In vasicekreg: Regression Modeling Using Vasicek Distribution

Zero-adjusted N-Vasicek distribution with mean parameterization

Description

Defines a zero-adjusted normal-kernel Vasicek distribution for responses in [0,1). The parameter \nu is the probability of a structural zero. Conditional on a positive response, the distribution is NVASIM with mean \mu and shape parameter \sigma.

Usage

d0NVASIM(x, mu = 0.5, sigma = 0.5, nu = 0.1, log = FALSE)

p0NVASIM(q, mu = 0.5, sigma = 0.5, nu = 0.1, lower.tail = TRUE, log.p = FALSE)

q0NVASIM(p, mu = 0.5, sigma = 0.5, nu = 0.1, lower.tail = TRUE, log.p = FALSE)

r0NVASIM(n, mu = 0.5, sigma = 0.5, nu = 0.1)

dZANVASIM(x, mu = 0.5, sigma = 0.5, nu = 0.1, log = FALSE)

pZANVASIM(q, mu = 0.5, sigma = 0.5, nu = 0.1, lower.tail = TRUE, log.p = FALSE)

qZANVASIM(p, mu = 0.5, sigma = 0.5, nu = 0.1, lower.tail = TRUE, log.p = FALSE)

rZANVASIM(n, mu = 0.5, sigma = 0.5, nu = 0.1)

ZANVASIM(mu.link = "logit", sigma.link = "logit", nu.link = "logit")

Arguments

x	Vector of values in [0,1] at which the density or probability mass is evaluated. The distribution has support [0,1), and the returned value is zero at x=1.
mu	Mean of the positive Vasicek component, in (0,1).
sigma	Shape parameter of the positive Vasicek component, in (0,1).
nu	Probability of a structural zero, in (0,1).
log	Logical; if TRUE, log probabilities or log densities are returned.
q	Vector of values in [0,1] at which the cumulative distribution function is evaluated.
lower.tail	Logical; if TRUE, probabilities are P(Y\leq y); otherwise, they are P(Y>y).
log.p	Logical; if TRUE, probabilities are supplied or returned on the log scale.
p	Vector of probabilities.
n	Number of observations. If length(n) > 1, its length is taken to be the number required.
mu.link	Link function for \mu.
sigma.link	Link function for \sigma.
nu.link	Link function for \nu.

Details

Let Y_+\sim\mathrm{NVASIM}(\mu,\sigma) and let 0<\nu<1. The zero-adjusted distribution is defined by

P(Y=0)=\nu

and

f_Y(y)=(1-\nu)f_{Y_+}(y\mid\mu,\sigma),\quad 0<y<1.

Its cumulative distribution function is

F_Y(y)=\nu+(1-\nu)F_{Y_+}(y\mid\mu,\sigma),\quad 0<y<1.

Consequently,

E(Y)=(1-\nu)\mu

and

\mathrm{Var}(Y)=(1-\nu)\mathrm{Var}(Y_+)+ \nu(1-\nu)\mu^2.

Thus, \mu is the mean conditional on Y>0; it is not the marginal mean when \nu>0. The marginal mean is (1-\nu)\mu.

Value

ZANVASIM() returns a gamlss.family object. The functions d0NVASIM(), p0NVASIM(), q0NVASIM(), and r0NVASIM() return density or probability mass values, cumulative probabilities, quantiles, and random observations, respectively. dZANVASIM(), pZANVASIM(), qZANVASIM(), and rZANVASIM() are equivalent names following the GAMLSS family-name convention.

References

Mazucheli, J., Alves, B., Korkmaz, M. C., and Leiva, V. (2022). Vasicek quantile and mean regression models for bounded data: New formulation, mathematical derivations, and numerical applications. Mathematics, 10, 1389. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/math10091389")}

Ospina, R. and Ferrari, S. L. P. (2010). Inflated beta distributions. Statistical Papers, 51, 111–126.

Rigby, R. A. and Stasinopoulos, D. M. (2005). Generalized additive models for location, scale and shape. Applied Statistics, 54(3), 507–554.

See Also

NVASIM, BEZI

Examples

set.seed(123)
y <- r0NVASIM(1000, mu = 0.60, sigma = 0.30, nu = 0.20)
mean(y == 0)
mean(y)
(1 - 0.20) * 0.60

library(gamlss)
fit <- gamlss(
  y ~ 1,
  sigma.formula = ~ 1,
  nu.formula = ~ 1,
  family = ZANVASIM(),
  control = gamlss.control(trace = FALSE)
)
fitted(fit, what = "mu")[1]
fitted(fit, what = "sigma")[1]
fitted(fit, what = "nu")[1]

vasicekreg documentation built on Aug. 20, 2026, 9:08 a.m.