varcomp: Variance decomposition for a EBW fit

In ujaen-statistics/cpd: Complex Pearson Distributions

Variance decomposition for a EBW fit

Description

One of the main drawbacks of the Univariate Generalized Waring (UGW) distribution with parameters a, k and \rho is that the first two parameters are interchangeable, so it is not possible to distinguish the variance components 'liability' and 'proneness' without additional information. To solve this problem, an EBW distribution (where these components are uniquely identifiable) can be used since, given a UGW distribution, there always exists an EBW close to it.

Usage

varcomp(object, ...)

Arguments

object	An object of class 'fitEBW'
...	Additional parameters.

Value

A data frame with the variance components (randomness, liability and proneness) in absolute and relative terms.

Examples

set.seed(123)
x <- rebw(500, 2, rho = 5)
fit <- fitebw(x, alphastart = 1, rhostart = 5)
varcomp(fit)

ujaen-statistics/cpd documentation built on Oct. 2, 2023, 10:43 a.m.