EW function

The Exponentiated Weibull family

The Exponentiated Weibull distribution

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

Returns

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

Details

The Exponentiated Weibull Distribution with parameters mu, sigma and nu has density given by

$f(x)=\nu \mu \sigma x^{\sigma-1} \exp(-\mu x^\sigma) (1-\exp(-\mu x^\sigma))^{\nu-1},$

for x > 0.

Examples

# Example 1
# Generating some random values with
# known mu, sigma and nu
# Will not be run this example because high number is cycles
# is needed in order to get good estimates
## Not run:

y <- rEW(n=100, mu=2, sigma=1.5, nu=0.5)

# Fitting the model
require(gamlss)
mod <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, family='EW',
              control=gamlss.control(n.cyc=5000, trace=FALSE))

# Extracting the fitted values for mu, sigma and nu
# using the inverse link function
exp(coef(mod, what='mu'))
exp(coef(mod, what='sigma'))
exp(coef(mod, what='nu'))
## End(Not run)

# Example 2
# Generating random values under some model
# Will not be run this example because high number is cycles
# is needed in order to get good estimates
## Not run:

n <- 200
x1 <- rpois(n, lambda=2)
x2 <- runif(n)
mu <- exp(2 + -3 * x1)
sigma <- exp(3 - 2 * x2)
nu <- 2
x <- rEW(n=n, mu, sigma, nu)

mod <- gamlss(x~x1, sigma.fo=~x2, nu.fo=~1, family=EW, 
              control=gamlss.control(n.cyc=5000, trace=FALSE))

coef(mod, what="mu")
coef(mod, what="sigma")
exp(coef(mod, what="nu"))
## End(Not run)

See Also

dEW