AddW | R Documentation |
The Additive Weibull distribution
AddW(mu.link = "log", sigma.link = "log", nu.link = "log", tau.link = "log")
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. |
nu.link |
defines the nu.link, with "log" link as the default for the nu parameter. |
tau.link |
defines the tau.link, with "log" link as the default for the tau parameter. |
Additive Weibull distribution with parameters mu
,
sigma
, nu
and tau
has density given by
f(x) = (\mu\nu x^{\nu - 1} + \sigma\tau x^{\tau - 1}) \exp({-\mu x^{\nu} - \sigma x^{\tau} }),
for x > 0.
Returns a gamlss.family object which can be used to fit a AddW distribution in the gamlss()
function.
Amylkar Urrea Montoya, amylkar.urrea@udea.edu.co
almalki2014modificationsRelDists
\insertRefXie1996RelDists
dAddW
# Example 1
# Generating some random values with
# known mu, sigma, nu and tau
# Will not be run this example because high number is cycles
# is needed in order to get good estimates
## Not run:
y <- rAddW(n=100, mu=1.5, sigma=0.2, nu=3, tau=0.8)
# Fitting the model
require(gamlss)
mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, tau.fo=~1, family='AddW',
control=gamlss.control(n.cyc=5000, trace=FALSE))
# Extracting the fitted values for mu, sigma, nu and tau
# using the inverse link function
exp(coef(mod, what='mu'))
exp(coef(mod, what='sigma'))
exp(coef(mod, what='nu'))
exp(coef(mod, what='tau'))
## End(Not run)
# Example 2
# Generating random values under some model
# Will not be run this example because high number is cycles
# is needed in order to get good estimates
## Not run:
n <- 200
x1 <- runif(n, min=0.4, max=0.6)
x2 <- runif(n, min=0.4, max=0.6)
mu <- exp(1.67 + -3 * x1)
sigma <- exp(0.69 - 2 * x2)
nu <- 3
tau <- 0.8
x <- rAddW(n=n, mu, sigma, nu, tau)
mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, tau.fo=~1, family=AddW,
control=gamlss.control(n.cyc=5000, trace=FALSE))
coef(mod, what="mu")
coef(mod, what="sigma")
exp(coef(mod, what="nu"))
exp(coef(mod, what="tau"))
## End(Not run)
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