diagnosticsig {ig}R Documentation

Diagnostic plots for the inverse Gaussian type distribution

Description

The function diagnosticsig() produces an index plot of the total local influence.

Usage

diagnosticsig(data, kernel = "normal", main = "", ylim = NULL)

Arguments

data 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. When the t kernel is considered, the value for the parameter nu must be incorporated.
main An overall title for the plot.
ylim Limit for the y axis.

Details

The local influence diagnostics method (Cook, 1986) is used to evaluate the local influence by means of likelihood displacement.

Value

diagnosticsig() gives an influence diagnostics through a graphical plot for the IGTD from a sample of observations.

Author(s)

Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.

References

Cook, R. D. and Weisberg, S. (1982). Residuals and Influence in Regression. Chapman and Hall, London.

Cook, R. D. (1986). Assessment of local influence (with discussion). Journal of the Royal Statistical Society Series B 48, 133-169.

Sanhueza, A., Leiva, V. and Balakrishnan, N. (2007). A new class of inverse Gaussian type distributions. Metrika (in press).

Examples

## Generates a sample from the IGTD
## Produces influence diagnostics for the IGTD with g="normal"
x<-rig(300,mu=1,lambda=1,kernel="normal")
diagnosticsig(x, kernel="normal")

[Package ig version 1.0 Index]