WARING: Waring distribution for fitting a GAMLSS model

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

Description

The function WARING() defines the Waring 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 scale parameter sigma. The functions dWARING, pWARING, qWARING and rWARING define the density, distribution function, quantile function and random generation for the WARING parameterization of the Waring distribution.

Usage

WARING(mu.link = "log", sigma.link = "log")
dWARING(x, mu = 2, sigma = 2, log = FALSE)
pWARING(q, mu = 2, sigma = 2, lower.tail = TRUE, log.p = FALSE) 
qWARING(p, mu = 2, sigma = 2, lower.tail = TRUE, log.p = FALSE, 
    max.value = 10000)
rWARING(n, mu = 2, sigma = 2)

Arguments

mu.link	Defines the mu.link, with "log" 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	vector of (non-negative integer) quantiles.
q	vector of quantiles.
p	vector of probabilities.
n	number of random values to return.
mu	vector of positive mu values.
sigma	vector of positive sigma values.
lower.tail	logical; if TRUE (default) probabilities are P[Y≤q y], otherwise, P[Y>y].
log, log.p	logical; if TRUE probabilities p are given as log(p).
max.value	constant; generates a sequence of values for the cdf function.

Details

The Waring distribution has density,

f(y|mu, sigma)= ((1+sigma) Gamma(y+mu/sigma) Gamma((mu+sigma+1)/sigma))/(sigma Gamma(y+(mu+1)/sigma+2) Gamma(mu/sigma))

for y=0,1,2,…, mu>0 and sigma>0.

Value

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

Author(s)

Fiona McElduff, Bob Rigby and Mikis Stasinopoulos. [e-mail]

References

Wimmer, G. and Altmann, G. (1999) Thesaurus of univariate discrete probability distributions. Stamm.

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

Examples

par(mfrow=c(2,2))
y<-seq(0,20,1)
plot(y, dWARING(y), type="h")
q <- seq(0, 20, 1)
plot(q, pWARING(q), type="h")
p<-seq(0.0001,0.999,0.05)
plot(p , qWARING(p), type="s")
dat <- rWARING(100)
hist(dat)
#summary(gamlss(dat~1, family=WARING))

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