st.2logL.profile(sn)
st.2logL.profile()所属R语言包:sn
Profile twice loglikelihood for skew-t models
简介的两倍loglikelihood为歪斜T车型
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Computation and plot of 1-dimensional and 2-dimensional profile (negative) twice log-likelihood function for skew-t regression models.
1维和2维轮廓(负)两次log歪斜-T的回归模型的似然函数的计算和绘图。
用法----------Usage----------
st.2logL.profile(X=matrix(rep(1, n)), y, freq, trace=FALSE,
fixed.comp = c(ncol(X)+2, ncol(X)+3),
fixed.values = cbind(c(-4,4), log(c(1,25))),
npts=51/length(fixed.comp), plot.it=TRUE, ...)
参数----------Arguments----------
参数:X
a matrix of explanatory variables; must have nrow(X) equal to length(y). Missing values (NA) are not allowed. If X is missing, a one-column matrix of 1's is created.
解释变量的矩阵必须有nrow(X)等于length(y)。遗漏值(NA)是不允许的。 X如果丢失,创建一列矩阵的1。
参数:y
a numeric vector. Missing values (NAs) are not allowed.
一个数值向量。遗漏值(NAS)是不允许的。
参数:freq
a vector of weights. If missing, a vector of 1's is created; otherwise it must have the same length of y.
的权重的矢量。如果缺少,一个向量的1的创建;y否则它必须具有相同的长度。
参数:trace
logical value which controls printing of the algorithm convergence. If trace=TRUE, details are printed. Default value is FALSE.
逻辑控制打印算法的收敛值。如果trace=TRUE,细节被打印出来。默认值为FALSE。
参数:fixed.comp
a vector containing the subset of the parameters for which the profile log-likelihood function is required; it can be of length 1 or 2. The set of components of the parameters are beta, log(omega), alpha, log(df), where beta represents the regression parameters and has ncol(X) components.
一个向量,包含需要更新对数似然函数的参数的子集,它可以是长度为1或2。的一组参数的组成部分,是beta, log(omega), alpha, log(df),beta回归参数和ncol(X)组件。
参数:fixed.values
a numeric vector of values or a matrix with two columns, giving the range spanned by the selected parameters.
一个数值向量的值或两列的矩阵,由选定的参数的范围跨越。
参数:npts
number of points on each parameter interval for which the function must be evaluated.
数必须评估函数的每个参数间隔点。
参数:plot.it
logical value; if plot.it=TRUE (default value) a graphical display is produced.
逻辑值,如果plot.it=TRUE(默认值)的图形显示。
参数:...
graphical parameter passed either to plot or to contour, depending on whether lenght(fixed.comp) is 1 or 2. </table>
图形参数传递到plot或contour,取决于是否lenght(fixed.comp)是1或2。 </ TABLE>
值----------Value----------
A list containing the following components: <table summary="R valueblock"> <tr valign="top"><td>call</td> <td> the matched call. </td></tr> <tr valign="top"><td>param1</td> <td> vector of values of the first parameters values where the function has been evaluated. </td></tr> <tr valign="top"><td>param2</td> <td> vectors of the parameters values where the function has been evaluated. If length(fixed.comp)=1, the second vector contains NAs. </td></tr> <tr valign="top"><td>deviance</td> <td> a vector or a matrix which represents twice the negative relative profile loglikelihood; this is in the "relative" version, i.e. setting the maximum value to be 0. </td></tr> <tr valign="top"><td>max.logL</td> <td> a numeric value with the maximum which has been added to obtain the "relative" version of deviance. </td></tr> <tr valign="top"><td>best</td> <td> a list with the output of optim at the best evaluated point, that is the one with higher log-likelihood. </td></tr></table>
一个列表,其中包含以下组件:<table summary="R valueblock"> <tr valign="top"> <TD> call</ TD> <TD>匹配的呼叫。 </ TD> </ TR> <tr valign="top"> <TD>param1</ TD> <TD>向量的值的第一个参数值,其中的功能进行了评估。 </ TD> </ TR> <tr valign="top"> <TD>param2 </ TD> <TD>向量的参数值的功能进行了评估。如果length(fixed.comp)=1,第二个向量包含:NA的。 </ TD> </ TR> <tr valign="top"> <TD> deviance</ TD> <TD>这是在一个向量或矩阵,它代表两次的负相关个人资料loglikelihood;“相对“的版本,也就是说的最大的值设置为0。 </ TD> </ TR> <tr valign="top"> <TD> max.logL</ TD> <td>一个数值的最大已被添加到获得“相对”版本的 deviance。 </ TD> </ TR> <tr valign="top"> <TD> best</ TD> <td>一个列表的输出optim评价最好的点,也就是一个较高的对数似然。 </ TD> </ TR> </ TABLE>
副作用----------Side Effects----------
If plot.it=TRUE, a plot of the profile twice relative loglikeliood is produced on a graphical device. If length(fixed.comp)=1, a plot of the "deviance" is produced as a function of the chosen parameter component. If length(fixed.comp)=2, this plot takes the form of a contour plot whose contour lines correspond to confidence regions of approximate probability levels c(0.25, 0.5, 0.75, 0.90,0.95, 0.99).
如果plot.it=TRUE,一个图的轮廓两次相对loglikeliood是一个图形化的设备上。如果length(fixed.comp)=1,产生作为所选择的参数组分的函数的曲线图的“越轨”。如果length(fixed.comp)=2,该图的等高线图的形式,其轮廓线对应的置信区间的近似概率水平c(0.25, 0.5, 0.75, 0.90,0.95, 0.99)。
背景----------Background----------
The family of skew-t distributions is an extension of the Student's t family, via the introduction of a shape parameter which regulates skewness; when shape=0, the skew-t distribution reduces to the usual t distribution. A multivariate version of the distribution exists. See the reference below for additional information.
家庭的歪斜-t分布是学生的T系列的延伸,通过引进一个shape参数调节偏度,当shape=0,歪斜-t分布的降低通常的t分布。存在一个多元的分发版。下面的其他信息,请参阅参考。
参考文献----------References----------
Azzalini, A. and Capitanio, A. (2003). Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. J.Roy. Statist. Soc. B 65, 367–389.
参见----------See Also----------
st.mle, sn.2logL.profile
st.mle,sn.2logL.profile
实例----------Examples----------
data(ais, package="sn")
attach(ais)
a <- st.2logL.profile(y=bmi, xlab="alpha", ylab="log(df)")
a <- st.2logL.profile(y=bmi, fixed.comp=4, fixed.values=log(c(1,25)))
a <- st.2logL.profile(X=cbind(1,lbm), y=bmi, fixed.comp=5,
fixed.values=log(c(5,25)), xlab="log(df)", npts=50)
a <- st.2logL.profile(X=cbind(1,Ht), y=Wt, fixed.comp=c(4,5),
fixed.values=cbind(c(-1,5), log(c(2,25))),
xlab="alpha", ylab="log(df)")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。
注2:由于是机器人自动翻译,难免有不准确之处,使用时仔细对照中、英文内容进行反复理解,可以帮助R语言的学习。
注3:如遇到不准确之处,请在本贴的后面进行回帖,我们会逐渐进行修订。
|