inv.gaussianff(VGAM)
inv.gaussianff()所属R语言包:VGAM
Inverse Gaussian Distribution Family Function
逆高斯分布的家庭功能
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the two parameters of the inverse Gaussian distribution by maximum likelihood estimation.
估计这两个参数的逆高斯分布的最大似然估计。
用法----------Usage----------
inv.gaussianff(lmu = "loge", llambda = "loge",
emu = list(), elambda = list(),
imethod = 1, ilambda = 1,
shrinkage.init = 0.99, zero = NULL)
参数----------Arguments----------
参数:lmu, llambda
Parameter link functions for the mu and lambda parameters. See Links for more choices.
参数的链接功能,mu和lambda参数。见Links更多的选择。
参数:emu, elambda
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:ilambda
Initial value for the lambda parameter.
的初始值lambda参数。
参数:imethod, shrinkage.init, zero
See CommonVGAMffArguments for more information.
见CommonVGAMffArguments更多信息。
Details
详细信息----------Details----------
The standard (“canonical”) form of the inverse Gaussian distribution has a density that can be written as
逆高斯分布的标准(“规范”)形式具有的密度,可以写为
where y>0, mu>0, and lambda>0. The mean of Y is mu and its variance is mu^3/lambda. By default, eta1=log(mu) and eta2=log(lambda). The mean is returned as the fitted values.
y>0,mu>0和lambda>0。 Y的平均mu和方差为mu^3/lambda。默认情况下,eta1=log(mu)和eta2=log(lambda)。返回的拟合值的平均。
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----------
The inverse Gaussian distribution can be fitted (to a certain extent) using the usual GLM framework involving a scale parameter. This family function is different from that approach in that it estimates both parameters by full maximum likelihood estimation.
逆高斯分布可以安装(在一定程度上),使用通常的GLM框架,涉及一尺度参数。这间家庭功能从这种做法,因为它完整的最大似然估计,估计这两个参数是不同的。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Continuous Univariate Distributions, 2nd edition, Volume 1, New York: Wiley.
Statistical Distributions, New York: Wiley-Interscience, Third edition.
参见----------See Also----------
Inv.gaussian, wald, bisa.
Inv.gaussian,wald,bisa。
The R package SuppDists has several functions for evaluating the density, distribution function, quantile function and generating random numbers from the inverse Gaussian distribution.
的R套件“SuppDists评估从逆高斯分布的密度,分布函数,分位数函数生成随机数的多种功能。
实例----------Examples----------
idata <- data.frame(x2 = runif(nn <- 1000))
idata <- transform(idata, mymu = exp(2 + 1 * x2),
Lambda = exp(2 + 1 * x2))
idata <- transform(idata, y = rinv.gaussian(nn, mu = mymu, lambda = Lambda))
fit1 <- vglm(y ~ x2, inv.gaussianff, idata, trace = TRUE)
rrig <- rrvglm(y ~ x2, inv.gaussianff, idata, trace = TRUE)
coef(fit1, matrix = TRUE)
coef(rrig, matrix = TRUE)
Coef(rrig)
summary(fit1)
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。
|