WGEE | R Documentation |
The Weigted Generalized Exponential-Exponential family
WGEE(mu.link = "log", sigma.link = "log", nu.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. |
The Weigted Generalized Exponential-Exponential distribution with parameters mu
,
sigma
and nu
has density given by
f(x)= σ ν \exp(-ν x) (1 - \exp(-ν x))^{σ - 1} (1 - \exp(-μ ν x)) / 1 - σ B(μ + 1, σ),
for x > 0, μ > 0, σ > 0 and ν > 0.
Returns a gamlss.family object which can be used to fit a WGEE distribution in the gamlss()
function.
Johan David Marin Benjumea, johand.marin@udea.edu.co
mahdavi2015twoRelDists
dWGEE
# Example 1 # Generating some random values with # known mu, sigma and nu y <- rWGEE(n=1000, mu = 5, sigma = 0.5, nu = 1) # Fitting the model require(gamlss) mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, family='WGEE', 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')) exp(coef(mod, what='nu')) # Example 2 # Generating random values under some model n <- 500 x1 <- runif(n, min=0.4, max=0.6) x2 <- runif(n, min=0.4, max=0.6) mu <- exp(2 - x1) sigma <- exp(1 - 3*x2) nu <- 1 x <- rWGEE(n=n, mu, sigma, nu) mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, family=WGEE, control=gamlss.control(n.cyc=50000, trace=FALSE)) coef(mod, what="mu") coef(mod, what="sigma") exp(coef(mod, what="nu"))
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