IW | R Documentation |
The Inverse Weibull distribution
IW(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 Inverse Weibull distribution with parameters mu
,
sigma
has density given by
f(x) = \mu \sigma x^{-\sigma-1} \exp(\mu x^{-\sigma})
for x > 0
, \mu > 0
and \sigma > 0
Returns a gamlss.family object which can be used to fit a IW distribution in the gamlss()
function.
Johan David Marin Benjumea, johand.marin@udea.edu.co
almalki2014modificationsRelDists
\insertRefdrapella1993complementaryRelDists
dIW
# Example 1
# Generating some random values with
# known mu and sigma
y <- rIW(n=100, mu=5, sigma=2.5)
# Fitting the model
require(gamlss)
mod <- gamlss(y~1, mu.fo=~1, sigma.fo=~1, family='IW',
control=gamlss.control(n.cyc=5000, trace=FALSE))
# Extracting the fitted values for mu, sigma and nu
# 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 <- rpois(n, lambda=2)
x2 <- runif(n)
mu <- exp(2 + -1 * x1)
sigma <- exp(2 - 2 * x2)
x <- rIW(n=n, mu, sigma)
mod <- gamlss(x~x1, mu.fo=~1, sigma.fo=~x2, family=IW,
control=gamlss.control(n.cyc=5000, trace=FALSE))
coef(mod, what="mu")
coef(mod, what="sigma")
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