examples/examples_CJ2.R

# Example 1
# Generating some random values with
# known mu and sigma
y <- rCJ2(n=500, mu=1, sigma=1.5)

# Fitting the model
require(gamlss)

mod1 <- gamlss(y~1, sigma.fo=~1, family=CJ2,
               control=gamlss.control(n.cyc=5000, trace=TRUE))

# Extracting the fitted values for mu, sigma
# using the inverse link function
exp(coef(mod1, what="mu"))
exp(coef(mod1, what="sigma"))

# Example 2
# Generating random values under some model
gendat <- function(n) {
  x1 <- runif(n, min=0, max=5)
  x2 <- runif(n, min=0, max=5)
  mu <- exp(-0.2 + 1.5 * x1)
  sigma <- exp(1 - 0.7 * x2)
  y <- rCJ2(n=n, mu, sigma)
  data.frame(y=y, x1=x1, x2=x2)
}

set.seed(123)
datos <- gendat(n=500)

mod2 <- gamlss(y~x1, sigma.fo=~x2, family=CJ2, data=datos,
               control=gamlss.control(n.cyc=5000, trace=TRUE))

summary(mod2)
ousuga/RelDists documentation built on July 4, 2025, 10:55 a.m.