EMWEx | R Documentation |
The Exponentiated Modifien Weibull Extension family
EMWEx(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. |
The Beta-Weibull distribution with parameters mu
,
sigma
, nu
and tau
has density given by
f(x)= \nu \sigma \tau (\frac{x}{\mu})^{\sigma-1} \exp((\frac{x}{\mu})^\sigma +
\nu \mu (1- \exp((\frac{x}{\mu})^\sigma)))
(1 - \exp (\nu\mu (1- \exp((\frac{x}{\mu})^\sigma))))^{\tau-1} ,
for x > 0
, \nu> 0
, \mu > 0
, \sigma> 0
and \tau > 0
.
Returns a gamlss.family object which can be used to fit a EMWEx distribution in the gamlss()
function.
Johan David Marin Benjumea, johand.marin@udea.edu.co
almalki2014modificationsRelDists
\insertRefsarhan2013exponentiatedRelDists
dEMWEx
# Example 1
# Generating some random values with
# known mu, sigma, nu and tau
y <- rEMWEx(n=100, mu = 1, sigma =1.21, nu=1, tau=2)
# Fitting the model
require(gamlss)
mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, tau.fo=~1, family=EMWEx,
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(0.75 - x1)
sigma <- exp(0.5 - x2)
nu <- 1
tau <- 2
x <- rEMWEx(n=n, mu, sigma, nu, tau)
mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, tau.fo=~1, family=EMWEx,
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"))
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