BGE: The Beta Generalized Exponentiated family

In ousuga/RelDists: Estimation for some Reliability Distributions

The Beta Generalized Exponentiated family

Description

The Beta Generalized Exponentiated family

Usage

BGE(mu.link = "log", sigma.link = "log", nu.link = "log", tau.link = "log")

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.
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.

Details

The Beta Generalized Exponentiated distribution with parameters mu, sigma, nu and tau has density given by

f(x)= \frac{ν τ}{B(μ, σ)} \exp(-ν x)(1- \exp(-ν x))^{τ μ - 1} (1 - (1- \exp(-ν x))^τ)^{σ -1},

for x > 0, μ > 0, σ > 0, ν > 0 and τ > 0.

Value

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

Author(s)

Johan David Marin Benjumea, [e-mail]

References

\insertRef

almalki2014modificationsRelDists

\insertRef

barreto2010betaRelDists

See Also

dBGE

Examples

# Generating some random values with
# known mu, sigma, nu and tau
y <- rBGE(n=100, mu = 1.5, sigma =1.7, nu=1, tau=1)

# Fitting the model
require(gamlss)

mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, tau.fo=~1, family=BGE,
              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'))

# Example 2
# Generating random values under some model
n <- 200
x1 <- runif(n, min=0.4, max=0.6)
x2 <- runif(n, min=0.4, max=0.6)
mu <- exp(0.5 - x1)
sigma <- exp(0.8 - x2)
nu <- 1
tau <- 1
x <- rBGE(n=n, mu, sigma, nu, tau)

mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, tau.fo=~1, family=BGE,
              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"))

ousuga/RelDists documentation built on Jan. 12, 2023, 10:27 p.m.