rsm.distributions function

RSM Family Support Object

RSM Family Support Object

Support object for regression-scale models

Details

This is a matrix object used in the construction of family.rsm

objects. It is of mode list, and has dimension c(3,5). The 5 columns in

rsm.distributions[[functionName, familyName]]

represent the distributions student (Student's t), logistic, logWeibull, extreme (Gumbel or extreme value) and Huber (Huber's least favourable). The rows g0, g1 and g2 contain functions that define minus the corresponding log density and its first and second derivatives. They take a single argument for the families logistic, logWeibull and extreme, while for the families student and Huber they have a further argument, respectively df and k, which denote the degrees of freedom and the tuning constant.

This object is used by the functions make.family.rsm and, indirectly, by rsm when constructing a family.rsm

object. See the documentation of family.rsm.object

and make.family.rsm for additional details.

See Also

family.rsm.object, make.family.rsm, rsm

Examples

rsm.distributions[["g0", "student"]]
  • Maintainer: Alessandra R. Brazzale
  • License: GPL (>= 2) | file LICENCE
  • Last published: 2018-04-16