mccullagh89(VGAM)
mccullagh89()所属R语言包：VGAM
McCullagh (1989) Distribution Family Function
McCullagh（1989）分销家庭功能
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the two parameters of the McCullagh (1989) distribution by maximum likelihood estimation.
估计McCullagh（1989）分布的两个参数的最大似然估计。
用法----------Usage----------
mccullagh89(ltheta = "rhobit", lnu = "logoff", itheta = NULL, inu = NULL,
etheta = list(), enu = if(lnu == "logoff") list(offset = 0.5)
else list(), zero = NULL)
参数----------Arguments----------
参数：ltheta, lnu, etheta, enu
Link functions and their extra arguments for the theta and nu parameters. See Links for general information.
theta和nu参数的链接功能和额外的参数。见Links一般信息。
参数：itheta, inu
Numeric. Optional initial values for theta and nu. The default is to internally compute them.
数字。可选的初始值theta和nu。默认值是内部计算。
参数：zero
An integer-valued vector specifying which linear/additive predictors are modelled as intercepts only. The default is none of them. If used, choose one value from the set {1,2}.
指定一个整数值向量线性/添加剂的预测模型仅作为拦截。在默认情况下是没有。如果使用，选择一个值的集合{1,2}。
Details
详细信息----------Details----------
The McCullagh (1989) distribution has density function
McCullagh（1989年）的分布密度函数
where -1 < y < 1 and -1 < theta < 1. This distribution is equation (1) in that paper. The parameter nu satisfies nu > -1/2, therefore the default is to use an log-offset link with offset equal to 0.5, i.e., eta_2=log(nu+0.5). The mean is of Y is nu*theta/(1+nu), and these are returned as the fitted values.
-1 < y < 1和-1 < theta < 1。这种分布是在该文件中的等式（1）。参数nu满足nu > -1/2，因此默认是，使用log偏移链接偏移等于0.5，即，eta_2=log(nu+0.5)。的意思是Y是nu*theta/(1+nu)，这些传回的拟合值。
This distribution is related to the Leipnik distribution (see Johnson et al. (1995)), is related to ultraspherical functions, and under certain conditions, arises as exit distributions for Brownian motion. Fisher scoring is implemented here and it uses a diagonal matrix so the parameters are globally orthogonal in the Fisher information sense. McCullagh (1989) also states that, to some extent, theta and nu have the properties of a location parameter and a precision parameter, respectively.
此分布有关Leipnik分布（见Johnson等人（1995）），相关的超球的功能，并在一定的条件下，由于退出布朗运动分布。费舍尔得分是在这里实现，它使用了一个对角矩阵，这样的参数是全球正交的Fisher信息意识。 McCullagh（1989）也指出，在一定程度上，“theta和nu有一个位置参数和精度参数的属性，分别。
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----------
Convergence may be slow or fail unless the initial values are reasonably close. If a failure occurs, try assigning the argument inu and/or itheta. Figure 1 of McCullagh (1989) gives a broad range of densities for different values of theta and nu, and this could be consulted for obtaining reasonable initial values if all else fails.
收敛速度可能很慢或失败，除非是相当接近的初始值。如果发生故障，尝试分配的参数inu和/或itheta。图1 McCullagh（1989）给出了一个范围广泛的密度为不同的值theta和nu，获得合理的初始值，如果一切都失败了，这可以参考。
（作者）----------Author(s)----------
T. W. Yee
参考文献----------References----------
Some statistical properties of a family of continuous univariate distributions. Journal of the American Statistical Association, 84, 125–129.
Continuous Univariate Distributions, 2nd edition, Volume 2, New York: Wiley. (pages 612–617).
参见----------See Also----------
leipnik, rhobit, logoff.
leipnik，rhobit，logoff。
实例----------Examples----------
mdata = data.frame(y = rnorm(n = 1000, sd = 0.2)) # Limit as theta = 0, nu = Inf[θ= 0，ν= INF限制]
fit = vglm(y ~ 1, mccullagh89, mdata, trace = TRUE)
head(fitted(fit))
with(mdata, mean(y))
summary(fit)
coef(fit, matrix = TRUE)
Coef(fit)
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。
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发表于 2012-10-1 15:44:09
