DIKUM function

The discrete Inverted Kumaraswamy family

The discrete Inverted Kumaraswamy family

The function DIKUM() defines the discrete Inverted Kumaraswamy distribution, a two parameter distribution, for a gamlss.family object to be used in GAMLSS fitting using the function gamlss().

DIKUM(mu.link = "log", sigma.link = "log")

Arguments

  • mu.link: defines the mu.link, with "log" link as the default for the mu parameter.
  • sigma.link: defines the sigma.link, with "log" link as the default for the sigma.

Returns

Returns a gamlss.family object which can be used to fit a discrete Inverted Kumaraswamy distribution in the gamlss() function.

Details

The discrete Inverted Kumaraswamy distribution with parameters μ\mu and σ\sigma

has a support 0, 1, 2, ... and density given by

f(xμ,σ)=(1(2+x)μ)σ(1(1+x)μ)σf(x | \mu, \sigma) = (1-(2+x)^{-\mu})^{\sigma}-(1-(1+x)^{-\mu})^{\sigma}

with μ>0\mu > 0 and σ>0\sigma > 0.

Note: in this implementation we changed the original parameters α\alpha and β\beta

for μ\mu and σ\sigma respectively, we did it to implement this distribution within gamlss framework.

Examples

# Example 1 # Generating some random values with # known mu and sigma set.seed(150) y <- rDIKUM(1000, mu=1, sigma=5) # Fitting the model library(gamlss) mod1 <- gamlss(y ~ 1, sigma.fo = ~1, family=DIKUM, control = gamlss.control(n.cyc=500, trace=FALSE)) # Extracting the fitted values for mu and sigma # using the inverse link function exp(coef(mod1, what='mu')) exp(coef(mod1, what='sigma')) # Example 2 # Generating random values under some model library(gamlss) # A function to simulate a data set with Y ~ DIKUM gendat <- function(n) { x1 <- runif(n, min=0.4, max=0.6) x2 <- runif(n, min=0.4, max=0.6) mu <- exp(1.21 - 3 * x1) # 0.75 approximately sigma <- exp(1.26 - 2 * x2) # 1.30 approximately y <- rDIKUM(n=n, mu=mu, sigma=sigma) data.frame(y=y, x1=x1, x2=x2) } dat <- gendat(n=150) # Fitting the model mod2 <- gamlss(y ~ x1, sigma.fo = ~x2, family = "DIKUM", data=dat, control=gamlss.control(n.cyc=500, trace=FALSE)) summary(mod2)

References

\insertRef EL_Helbawy2022DiscreteDists

See Also

dDIKUM .

Author(s)

Daniel Felipe Villa Rengifo, dvilla@unal.edu.co

  • Maintainer: Freddy Hernandez-Barajas
  • License: MIT + file LICENSE
  • Last published: 2024-09-13