examples/examples_MOK.R

# Example 1
# Generating some random values with
# known mu, sigma, nu and tau
y <- rMOK(n=100, mu = 1, sigma = 3.5, nu = 3, tau = 2)

# Fitting the model
require(gamlss)

mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, tau.fo=~1, family=MOK,
              control=gamlss.control(n.cyc=5000, trace=FALSE))

# Extracting the fitted values for mu, sigma, nu and tau
# using the inverse link function
exp(coef(mod, what='mu'))
exp(coef(mod, what='sigma'))
exp(coef(mod, what='nu'))
exp(coef(mod, what='tau'))

# 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(0.5 + x1)
sigma <- exp(0.8 + x2)
nu <- 1
tau <- 0.5
x <- rMOK(n=n, mu, sigma, nu, tau)

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

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