RCig {ig} | R Documentation |
The function RCig computes the relative change (RC) on the MLE when some observations are removed in order to evaluate the effect of their potential influence.
RCig(x, cases.removed = NULL, kernel = "normal")
x |
Vector of observations. |
cases.removed |
Index of the potentially influential case(s) that must be removed. |
kernel |
Kernel of the pdf of the associated symmetrical distribution by means of which the IGTD is obtained.
The kernels: "Laplace" , "logistic" , "normal" and "t" are available. |
This function computes the relative changes (RC), in percentage, of each estimated parameter, defined by mbox{RC}_{theta_j} = |(hat theta_j -hat theta_{j(mbox{tiny I})})/hat theta_j| times 100%, where hat theta_{j(mbox{tiny I})} denotes the MLE of theta_j after the set I of cases has been removed.
RCig()
gives the RC on the MLE of the parameters of the IGTD from a sample of observations without
to consider some potentially influential case(s) related to the MLE of the complete sample.
Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.
Sanhueza, A., Leiva, V. and Balakrishnan, N. (2007). A new class of inverse Gaussian type distributions. Metrika (in press).
## Generates a sample from the IGTD ## Computes the RC the MLE of the parameters of the IGTD with g="normal" when the ## case 1 has been removed x<-rig(300,mu=1,lambda=1,kernel="normal") RCig(x,cases.removed=c(1),kernel="normal")