PL | R Documentation |
Power Lindley distribution
PL(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 Power Lindley Distribution with parameters mu
and sigma
has density given by
f(x) = \frac{\mu \sigma^2}{\sigma + 1} (1 + x^\mu) x ^ {\mu - 1} \exp({-\sigma x ^\mu}),
for x > 0.
Returns a gamlss.family object which can be used to fit a PL distribution in the gamlss()
function.
Amylkar Urrea Montoya, amylkar.urrea@udea.edu.co
almalki2014modificationsRelDists
\insertRefGhitanya2013RelDists
dPL
# Example 1
# Generating some random values with
# known mu and sigma
y <- rPL(n=100, mu=1.5, sigma=0.2)
# Fitting the model
require(gamlss)
mod <- gamlss(y~1, sigma.fo=~1, family= 'PL',
control=gamlss.control(n.cyc=5000, trace=FALSE))
# Extracting the fitted values for mu and sigma
# using the inverse link function
exp(coef(mod, 'mu'))
exp(coef(mod, 'sigma'))
# 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(1.2 - 2 * x1)
sigma <- exp(0.8 - 3 * x2)
x <- rPL(n=n, mu, sigma)
mod <- gamlss(x~x1, sigma.fo=~x2, family=PL,
control=gamlss.control(n.cyc=5000, trace=FALSE))
coef(mod, what="mu")
coef(mod, what="sigma")
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