FWE | R Documentation |
The function FWE()
defines the Flexible Weibull distribution, a two parameter
distribution, for a gamlss.family
object to be used in GAMLSS fitting
using the function gamlss()
.
FWE(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 Flexible Weibull extension with parameters mu
and sigma
has density given by
f(x) = (μ + σ/x^2) exp(μ x - σ/x) exp(-exp(μ x-σ/x))
for x>0.
Returns a gamlss.family object which can be used to fit a FWE distribution in the gamlss()
function.
# Example 1 # Generating some random values with # known mu and sigma y <- rFWE(n=100, mu=0.75, sigma=1.3) # Fitting the model require(gamlss) mod <- gamlss(y~1, sigma.fo=~1, family='FWE', control=gamlss.control(n.cyc=5000, trace=FALSE)) # Extracting the fitted values for mu and sigma # using the inverse link function exp(coef(mod, what='mu')) exp(coef(mod, what='sigma')) # Example 2 # Generating random values under some model n <- 200 x1 <- runif(n) x2 <- runif(n) mu <- exp(1.21 - 3 * x1) sigma <- exp(1.26 - 2 * x2) x <- rFWE(n=n, mu, sigma) mod <- gamlss(x~x1, sigma.fo=~x2, family=FWE, control=gamlss.control(n.cyc=5000, trace=FALSE)) coef(mod, what="mu") coef(mod, what="sigma")
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