prentice74(VGAM)
prentice74()所属R语言包:VGAM
Prentice (1974) Log-gamma Distribution
普伦蒂斯(1974)对数伽玛分布
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimation of a 3-parameter log-gamma distribution described by Prentice (1974).
由Prentice(1974年)中描述的三参数对数伽玛分布的估计。
用法----------Usage----------
prentice74(llocation = "identity", lscale = "loge", lshape = "identity",
elocation = list(), escale = list(), eshape = list(),
ilocation = NULL, iscale = NULL, ishape = NULL, zero = 2:3)
参数----------Arguments----------
参数:llocation, lscale, lshape
Parameter link function applied to the location parameter a, positive scale parameter b and the shape parameter q, respectively. See Links for more choices.
参数链接功能的位置参数a,积极尺度参数b和形状参数q,分别。见Links更多的选择。
参数:elocation, escale, eshape
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:ilocation, iscale
Initial value for a and b, respectively. The defaults mean an initial value is determined internally for each.
为a和b,分别为初始值。默认的初始值确定为每个内部。
参数:ishape
Initial value for q. If failure to converge occurs, try some other value. The default means an initial value is determined internally.
初始值q。如果收敛失败时,尝试一些其他的价值。默认的装置内部确定一个初始值。
参数:zero
An integer-valued vector specifying which linear/additive predictors are modelled as intercepts-only. The values must be from the set {1,2,3}. See CommonVGAMffArguments for more information.
指定一个整数值向量线性/添加剂的预测建模为拦截只。这些值必须是从集合{1,2,3}。见CommonVGAMffArguments更多信息。
Details
详细信息----------Details----------
The probability density function is given by
的概率密度函数由下式给出
for shape parameter q != 0, positive scale parameter b > 0, location parameter a, and all real y. Here, w = (y-a)*q/b+psi(1/q^2) where psi is the digamma function, digamma. The mean of Y is a (returned as the fitted values). This is a different parameterization compared to lgamma3ff.
形状参数q != 0,积极尺度参数b > 0,位置参数a,和所有真正的y。在这里,w = (y-a)*q/b+psi(1/q^2)其中psi是digamma函数,digamma的。平均Y是a(返回的拟合值)。这是一个不同的参数相比lgamma3ff。
Special cases: q = 0 is the normal distribution with standard deviation b, q = -1 is the extreme value distribution for maxima, q = 1 is the extreme value distribution for minima (Weibull). If q > 0 then the distribution is left skew, else q < 0 is right skew.
特殊情况:q = 0是标准差的正态分布b,q = -1是极端值分布极大,q = 1是极小的极端值分布(韦伯)。如果q > 0分布左偏,否则q < 0是正确的歪斜。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, and vgam.
类的一个对象"vglmff"(见vglmff-class)。该对象被用于建模功能,如vglm,vgam。
警告----------Warning ----------
The special case q = 0 is not handled, therefore estimates of q too close to zero may cause numerical problems.
特殊情况下q = 0没有被处理,因此估计q太接近零,可能会引起数值问题。
注意----------Note----------
The notation used here differs from Prentice (1974): alpha = a, sigma = b. Fisher scoring is used.
这里所用的符号不同于普伦蒂斯(1974):alpha = a,sigma = b。使用Fisher评分。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
A log gamma model and its maximum likelihood estimation. Biometrika, 61, 539–544.
参见----------See Also----------
lgamma3ff, lgamma, gengamma.
lgamma3ff,lgamma,gengamma。
实例----------Examples----------
pdat = data.frame(x = runif(nn <- 1000))
pdat = transform(pdat, loc = -1 + 2*x, Scale = exp(1))
pdat = transform(pdat, y = rlgamma(nn, loc = loc, scale = Scale, k = 1))
fit = vglm(y ~ x, prentice74(zero = 2:3), pdat, trace = TRUE)
coef(fit, matrix = TRUE) # Note the coefficients for location[请注意位置的系数]
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。
|