examples/examples_KumIW.R

# Example 1
# Generating some random values with
# known mu, sigma, nu and tau
y <- rKumIW(n=1000, mu = 1.5, sigma=  1.5, nu = 5)

# Fitting the model
require(gamlss)

mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, family='KumIW',
              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 <- 200
x1 <- runif(n, min=0.4, max=0.6)
x2 <- runif(n, min=0.4, max=0.6)
mu <- exp(1 - x1)
sigma <- exp(1 - x2)
nu <- 5
x <- rKumIW(n=n, mu, sigma, nu)

mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, family=KumIW,
              control=gamlss.control(n.cyc=5000, trace=FALSE))

coef(mod, what="mu")
coef(mod, what="sigma")
exp(coef(mod, what="nu"))
ousuga/RelDists documentation built on Jan. 12, 2023, 10:27 p.m.