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) = (μν x^{ν - 1} + στ x^{τ - 1}) \exp({-μ x^{ν} - σ x^{τ} }),
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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