wle.negativebinomial(wle)
wle.negativebinomial()所属R语言包:wle
Robust Estimation in the Negative Binomial Model
负二项式模型的鲁棒估计
译者:生物统计家园网 机器人LoveR
描述----------Description----------
wle.negativebinomial is used to robust estimate the proportion parameters via Weighted Likelihood.
wle.negativebinomial稳健估计的比例参数,通过加权似然。
用法----------Usage----------
wle.negativebinomial(x, size, boot=30, group, num.sol=1,
raf="HD", tol=10^(-6), equal=10^(-3),
max.iter=500, verbose=FALSE)
参数----------Arguments----------
参数:x
a vector contain the number of failures which occur in a sequence of Bernoulli trials before a target number of successes size is reached.
一个向量包含数字的序列中的伯努利试验的成功size达到目标前发生的故障。
参数:size
target number of successes.
目标成功的次数。
参数:boot
the number of starting points based on boostrap subsamples to use in the search of the roots.
基于自举子样本的起点,使用在搜索的根的数目。
参数:group
the dimension of the bootstap subsamples. The default value is max(round(length(x)/4),2).
的维度的bootstap子样本。默认值是max(round(length(x)/4),2)。
参数:num.sol
maximum number of roots to be searched.
要搜索的最大根数。
参数:raf
type of Residual adjustment function to be use:
类型的残余调节功能,可以使用:
raf="HD": Hellinger Distance RAF,
raf="HD":Hellinger距离RAF,
raf="NED": Negative Exponential Disparity RAF,
raf="NED":负指数差异RAF,
raf="SCHI2": Symmetric Chi-Squared Disparity RAF.
raf="SCHI2":对称卡方差异皇家空军。
参数:tol
the absolute accuracy to be used to achieve convergence of the algorithm.
要使用的绝对精度实现算法的收敛性。
参数:equal
the absolute value for which two roots are considered the same. (This parameter must be greater than tol).
绝对的值,两个根被认为是相同的。 (此参数必须大于tol)。
参数:max.iter
maximum number of iterations.
最大迭代次数。
参数:verbose
if TRUE warnings are printed.
如果TRUE警告被打印出来。
值----------Value----------
wle.negativebinomial returns an object of class "wle.negativebinomial".
wle.negativebinomial返回一个对象的class"wle.negativebinomial"的。
Only print method is implemented for this class.
只打印的方法来实现这个类。
The object returned by wle.negativebinomial are:
对象返回wle.negativebinomial是:
<table summary="R valueblock"> <tr valign="top"><td>p</td> <td> the estimator of the proportion parameter, one value for each root found.</td></tr> <tr valign="top"><td>tot.weights</td> <td> the sum of the weights divide by the number of observations, one value for each root found.</td></tr> <tr valign="top"><td>weights</td> <td> the weights associated to each observation, one column vector for each root found.</td></tr> <tr valign="top"><td>f.density</td> <td> the non-parametric density estimation.</td></tr> <tr valign="top"><td>m.density</td> <td> the smoothed model.</td></tr> <tr valign="top"><td>delta</td> <td> the Pearson residuals.</td></tr> <tr valign="top"><td>call</td> <td> the match.call().</td></tr> <tr valign="top"><td>tot.sol</td> <td> the number of solutions found.</td></tr> <tr valign="top"><td>not.conv</td> <td> the number of starting points that does not converge after the max.iter iteration are reached.</td></tr>
<table summary="R valueblock"> <tr valign="top"> <TD> p</ TD> <TD>的比例参数的估计,每一根发现。</ TD> </ TR> <tr valign="top"> <TD> tot.weights</ TD> <TD>的权重总和除以观测值的数量,每根的一个值。</ TD> </ TR> <tr valign="top"> <TD> weights </ TD> <TD>相关的权重给每个观察,每一根发现一个列向量。</ TD> </ TR> <tr valign="top"> <TD> f.density </ TD> <TD>非参数密度估计。</ TD> </ TR> <tr valign="top"> <TD> m.density </ TD> <TD>平滑的模型。</ TD> </ TR> <tr valign="top"> <TD> delta </ TD> <TD>的Pearson残差。 </ TD> </ TR> <tr valign="top"> <TD>call </ TD> <TD> match.call()。</ TD> </ TR> <TR VALIGN = “顶”> <TD> tot.sol </ TD> <TD>找到解决方案的数量。</ TD> </ TR> <tr valign="top"> <TD>not.conv /运输署“<td>达到起点的数目后max.iter迭代不收敛。</ TD> </ TR>
</table>
</ TABLE>
(作者)----------Author(s)----------
Claudio Agostinelli
参考文献----------References----------
Markatou, M., Basu, A., and Lindsay, B.G., (1997) Weighted likelihood estimating equations: The discrete case with applications to logistic regression, Journal of Statistical Planning and Inference, 57, 215-232.
Agostinelli, C., (1998) Inferenza statistica robusta basata sulla funzione di verosimiglianza pesata: alcuni sviluppi, Ph.D Thesis, Department of Statistics, University of Padova.
实例----------Examples----------
library(wle)
set.seed(1234)
x <- rnbinom(20, size=10, prob=0.2)
wle.negativebinomial(x, size=10)
x <- c(rnbinom(20, size=10, prob=0.2),rnbinom(10, size=10, p=0.9))
result <- wle.negativebinomial(x, size=10)
print(result)
plot(result$weights)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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