Description Usage Arguments Details Value Author(s) References See Also Examples
The function PA2()
defines the Pareto Type 2 distribution, a two parameter distribution, for a gamlss.family
object to be used in GAMLSS fitting using the function gamlss()
, with parameters mu
and sigma
. The functions dPA2
, pPA2
, qPA2
and rPA2
define the density, distribution function, quantile function and random generation for the PA2
parameterization of the Pareto type 2 distribution.
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mu.link |
Defines the |
sigma.link |
Defines the |
x, q |
vector of quantiles |
mu |
vector of location parameter values |
sigma |
vector of scale parameter values |
log, log.p |
logical; if TRUE, probabilities p are given as log(p) |
lower.tail |
logical; if TRUE (default), probabilities are P[X <= x], otherwise P[X > x] |
p |
vector of probabilities |
n |
number of observations. If |
The parameterization of the Pareto Type 2 distribution in the function PA2
is
f(y|mu, sigma) = (1/sigma)*mu^{(1/sigma)}*(y+mu)^{(-(1/sigma+1))}
for y>=0, mu>0 and sigma>0.
returns a gamlss.family object which can be used to fit a Pareto type 2 distribution in the gamlss()
function.
Bob Rigby r.rigby@londonmet.ac.uk, Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk, Fiona McElduff F.Mcelduff@londonmet.ac.uk and Kalliope Akantziliotou
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507–554.
Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.com/).
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.
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