NO: Normal distribution for fitting a GAMLSS

In Stan125/gamlss.dist: Distributions for Generalized Additive Models for Location Scale and Shape

Description

The function NO() defines the normal distribution, a two parameter distribution, for a gamlss.family object to be used in GAMLSS fitting using the function gamlss(), with mean equal to the parameter mu and sigma equal the standard deviation. The functions dNO, pNO, qNO and rNO define the density, distribution function, quantile function and random generation for the NO parameterization of the normal distribution. [A alternative parameterization with sigma equal to the variance is given in the function NO2()]

Usage

NO(mu.link = "identity", sigma.link = "log")
dNO(x, mu = 0, sigma = 1, log = FALSE)
pNO(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
qNO(p, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
rNO(n, mu = 0, sigma = 1)

Arguments

mu.link	Defines the mu.link, with "identity" link as the default for the mu parameter
sigma.link	Defines the sigma.link, with "log" link as the default for the sigma parameter
x,q	vector of quantiles
mu	vector of location parameter values
sigma	vector of scale parameter values
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required

Details

The parametrization of the normal distribution given in the function NO() is

f(y|mu,sigma)=(1/(sqrt(2*pi)*sigma))* exp(-0.5*((y-mu)/sigma)^2)

for y=(-Inf,+Inf), μ=(-Inf,+Inf) and σ>0.

Value

returns a gamlss.family object which can be used to fit a normal distribution in the gamlss() function.

Note

For the function NO(), mu is the mean and sigma is the standard deviation (not the variance) of the normal distribution.

Author(s)

Mikis Stasinopoulos, Bob Rigby and Calliope Akantziliotou

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

See Also

gamlss.family, NO2

Examples

NO()# gives information about the default links for the normal distribution
plot(function(y) dNO(y, mu=10 ,sigma=2), 0, 20)
plot(function(y) pNO(y, mu=10 ,sigma=2), 0, 20)
plot(function(y) qNO(y, mu=10 ,sigma=2), 0, 1)
dat<-rNO(100)
hist(dat)
# library(gamlss)        
# gamlss(dat~1,family=NO) # fits a constant for mu and sigma 

Stan125/gamlss.dist documentation built on May 12, 2019, 7:38 a.m.