examples/examples_WG.R

# Example 1
# Generating some random values with
# known mu, sigma and nu
y <- rWG(n=100,  mu = 0.9, sigma = 2, nu = 0.5)

# Fitting the model
require(gamlss)

mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, family='WG',
              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)
x2    <- runif(n)
mu    <- exp(- 0.2 * x1)
sigma <- exp(1.2 - 1 * x2)
nu    <- 0.5
x     <- rWG(n=n, mu, sigma, nu)

mod <- gamlss(x~x1, mu.fo=~x1, sigma.fo=~x2, nu.fo=~1, family=WG,
              control=gamlss.control(n.cyc=50000, trace=FALSE))

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