examples/examples_WGEE.R

In ousuga/RelDists: Estimation for some Reliability Distributions

# 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"))