CJ2 | R Documentation |
The function CJ2()
defines The two-parameter Chris-Jerry distribution,
a two parameter distribution, for a gamlss.family
object to be used
in GAMLSS fitting using the function gamlss()
.
CJ2(mu.link = "log", sigma.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. |
The two-parameter Chris-Jerry distribution with parameters mu
and sigma
has density given by
f(x; \sigma, \mu) = \frac{\mu^2}{\sigma \mu + 2} (\sigma + \mu x^2) e^{-\mu x}; \quad x > 0, \quad \mu > 0, \quad \sigma > 0
Note: In this implementation we changed the original parameters \theta
for \mu
and \lambda
for \sigma
we did it to implement this distribution
within gamlss framework.
Returns a gamlss.family object which can be used to fit a CJ2 distribution in the gamlss()
function.
Manuel Gutierrez Tangarife, mgutierrezta@unal.edu.co
Chinedu, Eberechukwu Q., et al. "New lifetime distribution with applications to single acceptance sampling plan and scenarios of increasing hazard rates" Symmetry 15.10 (2023): 188.
dCJ2
# Example 1
# Generating some random values with
# known mu and sigma
y <- rCJ2(n=500, mu=1, sigma=1.5)
# Fitting the model
require(gamlss)
mod1 <- gamlss(y~1, sigma.fo=~1, family=CJ2,
control=gamlss.control(n.cyc=5000, trace=TRUE))
# Extracting the fitted values for mu, sigma
# using the inverse link function
exp(coef(mod1, what="mu"))
exp(coef(mod1, what="sigma"))
# Example 2
# Generating random values under some model
gendat <- function(n) {
x1 <- runif(n, min=0, max=5)
x2 <- runif(n, min=0, max=5)
mu <- exp(-0.2 + 1.5 * x1)
sigma <- exp(1 - 0.7 * x2)
y <- rCJ2(n=n, mu, sigma)
data.frame(y=y, x1=x1, x2=x2)
}
set.seed(123)
datos <- gendat(n=500)
mod2 <- gamlss(y~x1, sigma.fo=~x2, family=CJ2, data=datos,
control=gamlss.control(n.cyc=5000, trace=TRUE))
summary(mod2)
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