erlang(VGAM)
erlang()所属R语言包:VGAM
Erlang Distribution
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the scale parameter of the Erlang distribution by maximum likelihood estimation.
Erlang分布的尺度参数估计的最大似然估计。
用法----------Usage----------
erlang(shape.arg, link = "loge", earg=list(), imethod = 1)
参数----------Arguments----------
参数:shape.arg
The shape parameter. The user must specify a positive integer.
形状参数。用户必须指定一个正整数。
参数:link
Link function applied to the (positive) scale parameter. See Links for more choices.
Link功能施加的(正)scale参数。见Links更多的选择。
参数:earg
List. Extra argument for the link. See earg in Links for general information.
列表。额外的参数的链接。见earg中Links的一般信息。
参数:imethod
An integer with value 1 or 2 which specifies the initialization method. If failure to converge occurs try the other value.
一个整数,值1或2指定的初始化方法。如果收敛失败发生的其他值。
Details
详细信息----------Details----------
The Erlang distribution is a special case of the gamma distribution with shape that is a positive integer. If shape.arg=1 then it simplifies to the exponential distribution. As illustrated in the example below, the Erlang distribution is the distribution of the sum of shape.arg independent and identically distributed exponential random variates.
Erlang分布的伽玛分布的形状是一个特殊的情况下,这是一个正整数。如果shape.arg=1然后它简化为指数分布。在下面的例子所示,Erlang分布的分布shape.arg指数独立同分布的随机变数的总和。
The probability density function of the Erlang distribution is given by
Erlang分布的概率密度函数,由下式给出
for known positive integer shape, unknown scale > 0 and y > 0. Here, gamma(shape) is the gamma function, as in gamma. The mean of Y is mu=shape*scale and its variance is shape*scale^2. The linear/additive predictor, by default, is eta=log(scale).
已知的正整数shape,不存在的scale > 0和y > 0。在这里,gamma(shape)是伽玛函数,如gamma。 y的均值是mu=shape*scale,方差为shape*scale^2。线性/添加剂预测,默认情况下是eta=log(scale)。
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和vgam。
注意----------Note----------
The rate parameter found in gamma2.ab is 1/scale here—see also rgamma.
rate参数gamma2.ab是1/scale,这里rgamma。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
this distribution, e.g.,
Statistical Distributions, New York: Wiley-Interscience, Third edition.
参见----------See Also----------
gamma2.ab, exponential.
gamma2.ab,exponential。
实例----------Examples----------
rate = exp(2); myshape = 3
edata = data.frame(y = rep(0, nn <- 1000))
for(ii in 1:myshape)
edata = transform(edata, y = y + rexp(nn, rate = rate))
fit = vglm(y ~ 1, erlang(shape = myshape), edata, trace = TRUE)
coef(fit, matrix = TRUE)
Coef(fit) # Answer = 1/rate[答案= 1/rate]
1/rate
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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