ACIig {ig} | R Documentation |
The function ACIig()
produces a plot of an approximate confidence region and computes approximate confidence
intervals (ACI) for the parameters mu and lambda of the IGTD from a sample of observations.
ACIig(x, kernel = "normal", conf.level = 95, chart = c(NULL, NULL, NULL, NULL), col = 1)
x |
Vector of observations. |
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. |
conf.level |
Confidence level of the region. |
chart |
Vector of limits of the graphs. It is a vector of the type: c(xmin,xmax,ymin,ymax) . |
col |
Color of an approximate confidence region in the plot. |
In order to construct a confidence region for μ and λ, we use the asymptotic normality of the MLE.
ACIig()
shows a plot of an approximate confidence region and computes ACI for the parameters of the IGTD from a sample of observations.
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 ## Estimates the parameters of the IGTD with g="normal" by means of a confidence region x<-rig(300,mu=1,lambda=1,kernel="normal") ACIig(x, kernel="normal")