Description Usage Arguments Details Value Note Author(s) References See Also Examples

This function can be used to fit truncated distributions. It takes as an argument an existing GAMLSS family distribution and
a parameter vector, of the type c(left.value, right.value), and generates a `gamlss.family`

object which then can be used to fit
a truncated distribution.

1 2 |

`par` |
a scalar for left and right truncation or a vector of the type c(left.value, right.value) for interval truncation |

`family` |
an existing |

`type` |
what type of truncation is required, |

`name` |
a character string to be added to name of the created object i.e. with |

`local` |
if TRUE the function will try to find the environment of |

`delta` |
the delta increment used in the numerical derivatives |

`...` |
for extra arguments |

This function is created to help the user to fit a truncated form of existing `gamlss`

distribution.
It does this by taking an existing `gamlss.family`

and changing some of the components of the distribution to help the fitting process.
It particular it i) creates a pdf (`d`

) and a cdf (`p`

) function within `gamlss`

,
ii) changes the global deviance function `G.dev.incr`

, the first derivative functions (see note below) and the quantile residual function.

It returns a `gamlss.family`

object which has all the components needed for fitting a distribution in `gamlss`

.

This function is experimental and could be changed. The function `trun`

changes
the first derivatives of the original gamlss family `d`

function to numerical derivatives
for the new truncated `d`

function. The default increment `delta`

,
for this numerical derivatives function, is `eps * pmax(abs(x), 1)`

where
`eps<-sqrt(.Machine$double.eps)`

. The default `delta`

could be inappropriate
for specific applications and can be overwritten by using the argument `delta`

.

Mikis Stasinopoulos [email protected] and Bob Rigby [email protected]

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. (2003) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.com/).

`trun.d`

, `trun.p`

, `trun.q`

, `trun.r`

, `gen.trun`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
# generate a left truncated zero t family
gen.trun(0,family="TF")
# take a random sample of 1000 observations
sam<-rTFtr(1000,mu=10,sigma=5, nu=5 )
hist(sam)
# fit the distribution to the data
mod1<-gamlss(sam~1, family=trun(0,TF))
mod1
# now create a gamlss.family object before the fitting
Ttruc.Zero<- trun(par=0,family=TF, local=FALSE)
mod2<-gamlss(sam~1, family=Ttruc.Zero)
# now check the sensitivity of delta
Ttruc.Zero<- trun(par=0,family=TF, local=FALSE, delta=c(0.01,0.01, 0.01))
mod3<-gamlss(sam~1, family=Ttruc.Zero)
``` |

gamlss.tr documentation built on May 31, 2017, 1:43 a.m.

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