The function DMOLBE() defines the Discrete Marshall-Olkin Length Biased Exponential distribution, a two parameter distribution, for a gamlss.family object to be used in GAMLSS fitting using the function gamlss().
DMOLBE(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 DMOLBE distribution in the gamlss() function.
Details
The DMOLBE distribution with parameters μ and σ
has a support 0, 1, 2, ... and mass function given by
# Example 1# Generating some random values with# known mu and sigmaset.seed(1234)y <- rDMOLBE(n=100, mu=10, sigma=7)# Fitting the modellibrary(gamlss)mod1 <- gamlss(y~1, sigma.fo=~1, family=DMOLBE, control=gamlss.control(n.cyc=500, trace=FALSE))# Extracting the fitted values for mu and sigma# using the inverse link functionexp(coef(mod1, what='mu'))exp(coef(mod1, what='sigma'))# Example 2# Generating random values under some model# A function to simulate a data set with Y ~ DMOLBEgendat <-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 <- rDMOLBE(n=n, mu=mu, sigma=sigma) data.frame(y=y, x1=x1,x2=x2)}set.seed(123)dat <- gendat(n=350)# Fitting the modelmod2 <-NULLmod2 <- gamlss(y~x1, sigma.fo=~x2, family=DMOLBE, data=dat, control=gamlss.control(n.cyc=500, trace=FALSE))summary(mod2)