wg {ig}R Documentation

Weights in the likelihood fucntion of the inverse Gaussian type distribution

Description

Compute the weights in the likelihood fucntion of the inverse Gaussian type distribution given by: w=g'(u)/g(u), where g is the kernel of the pdf of the symmetrical distribution.

Usage

wg(u, kernel, nu = 1)

Arguments

u Vector of values.
kernel Kernel of the pdf of the associated symmetrical distribution by means of which the IGTD is obtained.
nu Additional parameter of the IGTD when the t kernel is used.

Author(s)

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

References

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


[Package ig version 1.0 Index]