lgammaff(VGAM)
lgammaff()所属R语言包:VGAM
Log-gamma Distribution Family Function
对数伽玛分布族功能
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimation of the parameter of the standard and nonstandard log-gamma distribution.
标准和非标准的对数伽玛分布的参数估计。
用法----------Usage----------
lgammaff(link = "loge", earg = list(), init.k = NULL)
lgamma3ff(llocation = "identity", lscale = "loge", lshape = "loge",
elocation = list(), escale = list(), eshape = list(),
ilocation = NULL, iscale = NULL, ishape = 1, zero = NULL)
参数----------Arguments----------
参数:llocation, lscale
Parameter link function applied to the location parameter a and the positive scale parameter b. See Links for more choices.
参数链接功能的位置参数a和积极的尺度参数b。见Links更多的选择。
参数:link, lshape
Parameter link function applied to the positive shape parameter k. See Links for more choices.
参数链接功能适用于积极的形状参数k。见Links更多的选择。
参数:earg, 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:init.k, ishape
Initial value for k. If given, it must be positive. If failure to converge occurs, try some other value. The default means an initial value is determined internally.
初始值k。如果给定的,它必须是积极的。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:ilocation, iscale
Initial value for a and b. The defaults mean an initial value is determined internally for each.
a和b的初始值。默认的初始值确定为每个内部。
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}. The default value means none are modelled as intercept-only terms. See CommonVGAMffArguments for more information.
指定一个整数值向量线性/添加剂的预测模型仅作为拦截。这些值必须是从集合{1,2,3}。默认值是指没有被建模为仅截距。见CommonVGAMffArguments更多信息。
Details
详细信息----------Details----------
The probability density function of the standard log-gamma distribution is given by
的标准对数伽玛分布的概率密度函数
for parameter k>0 and all real y. The mean of Y is digamma(k) (returned as the fitted values) and its variance is trigamma(k).
参数k>0和所有真正的y。的平均Y是digamma(k)的拟合值(返回)和方差为trigamma(k)。
For the non-standard log-gamma distribution, one replaces y by (y-a)/b, where a is the location parameter and b is the positive scale parameter. Then the density function is
非标准对数伽玛分布,取代y(y-a)/b,其中a的位置参数和b是积极的尺度参数。然后,密度函数是
The mean and variance of Y are a + b*digamma(k) (returned as the fitted values) and b^2 * trigamma(k), respectively.
Ya + b*digamma(k)(返回的拟合值)和b^2 * trigamma(k),分别均值和方差。
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。
注意----------Note----------
The standard log-gamma distribution can be viewed as a generalization of the standard type 1 extreme value density: when k = 1 the distribution of -Y is the standard type 1 extreme value distribution.
标准对数伽玛分布可以被看作是一个概括的标准1型极值密度:k = 1-Y的分布是标准的1型极值分布。
The standard log-gamma distribution is fitted with lgammaff and the non-standard (3-parameter) log-gamma distribution is fitted with lgamma3ff.
标准对数伽玛分布的配备lgammaff和非标(3参数)的对数伽玛分布都配有lgamma3ff。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Extreme Value Distributions: Theory and Applications, pages 48–49, London: Imperial College Press.
Continuous Univariate Distributions, 2nd edition, Volume 2, p.89, New York: Wiley.
参见----------See Also----------
rlgamma, gengamma, prentice74, gamma1, lgamma.
rlgamma,gengamma,prentice74,gamma1,lgamma。
实例----------Examples----------
ldata = data.frame(y = rlgamma(100, k = exp(1)))
fit = vglm(y ~ 1, lgammaff, ldata, trace = TRUE, crit = "coef")
summary(fit)
coef(fit, matrix = TRUE)
Coef(fit)
ldata = data.frame(x = runif(nn <- 5000)) # Another example[另一个例子]
ldata = transform(ldata, loc = -1 + 2 * x, Scale = exp(1))
ldata = transform(ldata, y = rlgamma(nn, loc, scale = Scale, k = exp(0)))
fit2 = vglm(y ~ x, lgamma3ff(zero = 2:3), ldata, trace = TRUE, crit = "c")
coef(fit2, matrix = TRUE)
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