chisq {VGAM} | R Documentation |
Maximum likelihood estimation of the degrees of freedom for a chi-squared distribution.
chisq(link = "loge", earg=list())
link |
Parameter link function.
See Links for more choices.
|
earg |
List. Extra argument for the link.
See earg in Links for general information.
|
The degrees of freedom is treated as a parameter to be estimated. It is treated as real and not integer. Being positive, a log link is used by default. Fisher scoring is used.
An object of class "vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
,
and vgam
.
There may be convergence problems if the degrees of freedom is very large.
T. W. Yee
Evans, M., Hastings, N. and Peacock, B. (2000) Statistical Distributions, New York: Wiley-Interscience, Third edition.
cdata = data.frame(x = runif(nn <- 1000)) cdata = transform(cdata, y = rchisq(nn, df=exp(2 - x))) fit = vglm(y ~ x, chisq, cdata, trace=TRUE) coef(fit, matrix=TRUE)