logistic(VGAM)
logistic()所属R语言包:VGAM
Logistic Distribution Family Function
MF配送家庭功能
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the location and scale parameters of the logistic distribution by maximum likelihood estimation.
位置与刻度参数估计的最大似然估计的MF配送。
用法----------Usage----------
logistic1(llocation = "identity", elocation = list(),
scale.arg = 1, imethod = 1)
logistic2(llocation = "identity", lscale = "loge",
elocation = list(), escale = list(),
ilocation = NULL, iscale = NULL, imethod = 1, zero = NULL)
参数----------Arguments----------
参数:llocation, lscale
Parameter link functions applied to the location parameter l and scale parameter s. See Links for more choices, and CommonVGAMffArguments for more information.
参数链接功能的位置参数l和尺度参数s。见Links更多的选择,CommonVGAMffArguments的详细信息。
参数:elocation, escale
List. Extra argument for each of the links. See earg in Links for general information.
列表。每个环节的额外参数。见earg中Links的一般信息。
参数:scale.arg
Known positive scale parameter (called s below).
已知的正标参数(称为s下面)。
参数:ilocation, iscale
See CommonVGAMffArguments for more information.
见CommonVGAMffArguments更多信息。
参数:imethod, zero
See CommonVGAMffArguments for more information.
见CommonVGAMffArguments更多信息。
Details
详细信息----------Details----------
The two-parameter logistic distribution has a density that can be written as
两个参数的MF配送具有密度可以写为
where s > 0 is the scale parameter, and l is the location parameter. The response -Inf<y<Inf. The mean of Y (which is the fitted value) is l and its variance is pi^2 s^2 / 3.
s > 0是尺度参数,并l是位置参数。的响应-Inf<y<Inf。的平均值Y(这是拟合值)是l和它的方差是pi^2 s^2 / 3。
A logistic distribution with scale = 0.65 (see dlogis) resembles dt with df = 7; see logistic1 and studentt.
一个MF配送scale = 0.65(见dlogis)类似dt与df = 7看logistic1和studentt。
logistic1 estimates the location parameter only while logistic2 estimates both parameters. By default, eta1 = l and eta2 = log(s) for logistic2.
logistic1估计位置参数,而logistic2估计这两个参数。默认情况下,eta1 = l和eta2 = log(s)logistic2。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, rrvglm and vgam.
类的一个对象"vglmff"(见vglmff-class)。该对象被用于建模功能,如vglm,rrvglm和vgam。
注意----------Note----------
Fisher scoring is used, and the Fisher information matrix is diagonal.
费舍尔得分时,和Fisher信息矩阵是对角。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Continuous Univariate Distributions, 2nd edition, Volume 1, New York: Wiley. Chapter 15.
Statistical Distributions, New York: Wiley-Interscience, Third edition.
Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, NJ, USA: Wiley-Interscience, p.130.
A note on Deriving the Information Matrix for a Logistic Distribution, The American Statistician, 40, 220–222.
参见----------See Also----------
rlogis, logit, cumulative, bilogistic4.
rlogis,logit,cumulative,bilogistic4。
----------Examples----------
# location unknown, scale known[位置未知,已知的规模]
ldat1 = data.frame(x = runif(nn <- 500))
ldat1 = transform(ldat1, y = rlogis(nn, loc = 1+5*x, scale = 4))
fit = vglm(y ~ x, logistic1(scale = 4), ldat1, trace = TRUE, crit = "c")
coef(fit, matrix = TRUE)
# Both location and scale unknown[未知的位置和规模]
ldat2 = data.frame(x = runif(nn <- 2000))
ldat2 = transform(ldat2, y = rlogis(nn, loc = 1+5*x, scale = exp(0+1*x)))
fit = vglm(y ~ x, logistic2, ldat2)
coef(fit, matrix = TRUE)
vcov(fit)
summary(fit)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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