RW | R Documentation |
Reflected Weibull distribution
RW(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 Reflected Weibull Distribution with parameters mu
and sigma
has density given by
f(y) = μσ (-y) ^{σ - 1} e ^ {-μ(-y)^σ},
for y < 0
Returns a gamlss.family object which can be used to fit a RW distribution in the gamlss()
function.
Amylkar Urrea Montoya, amylkar.urrea@udea.edu.co
almalki2014modificationsRelDists
\insertRefClifford1973RelDists
dRW
# Example 1 # Generating some random values with # known mu and sigma y <- rRW(n=100, mu=1, sigma=1) # Fitting the model require(gamlss) mod <- gamlss(y~1, sigma.fo=~1, family= 'RW', 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(1.5 - 1.5 * x1) sigma <- exp(2 - 2 * x2) x <- rRW(n=n, mu, sigma) mod <- gamlss(x~x1, sigma.fo=~x2, family=RW, control=gamlss.control(n.cyc=5000, trace=FALSE)) coef(mod, what="mu") coef(mod, what="sigma")
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.