myOW_region function

Custimized region search for odd Weibull distribution

This function can be used to modify OW gamlss.family object in order to set a customized region search for gamlss() function.

myOW_region(family = OW, valid.values = "auto", initVal)

Arguments

• family: The OW family. This arguments allows the user to modify input arguments of the family, like the link

  functions.

• valid.values: a list of character elements specifying the region for sigma and/or nu. See Details and Examples

  section to learn about its use.

• initVal: An initValOW object generated with initValuesOW

  function.

Returns

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

Details

This function was created to help users to fit OW distribution easily bounding the parametric space for sigma and nu.

The valid.values must be defined as a list of characters containing a call of the all function.

Examples

# Example 1
# Generating some random values with
# known mu, sigma and nu
y <- rOW(n=200, mu=0.2, sigma=4, nu=0.05)

# Custom search region
myvalues <- list(sigma="all(sigma > 1)",
                 nu="all(nu < 1) & all(nu < 1)")

my_initial_guess <- initValuesOW(formula=y~1)
summary(my_initial_guess)

# OW family modified with 'myOW_region'
require(gamlss)
myOW <- myOW_region(valid.values=myvalues, initVal=my_initial_guess)
mod1 <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, 
               sigma.start=param.startOW('sigma', my_initial_guess), 
               nu.start=param.startOW('nu', my_initial_guess),
               control=gamlss.control(n.cyc=300, trace=FALSE),
               family=myOW)

exp(coef(mod1, what='mu'))
exp(coef(mod1, what='sigma'))
exp(coef(mod1, what='nu'))

# Example 2
# Same example using another link function and using 'myOW_region'
# in the argument 'family'
mod2 <- gamlss(y~1, sigma.fo=~1, nu.fo=~1, 
               sigma.start=2, nu.start=0.1,
               control=gamlss.control(n.cyc=300, trace=FALSE),
               family=myOW_region(family=OW(sigma.link='identity'),
                                  valid.values=myvalues,
                                  initVal=my_initial_guess))

exp(coef(mod2, what='mu'))
coef(mod2, what='sigma')
exp(coef(mod2, what='nu'))

Author(s)

Jaime Mosquera Gutiérrez jmosquerag@unal.edu.co