ACIig {ig}R Documentation

Approximate confidence region for the parameters of the IGTD

Description

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.

Usage

ACIig(x, kernel = "normal", conf.level = 95, chart = c(NULL, NULL, NULL, NULL), col = 1)

Arguments

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.

Details

In order to construct a confidence region for μ and λ, we use the asymptotic normality of the MLE.

Value

ACIig() shows a plot of an approximate confidence region and computes ACI for the parameters of 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

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
## 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")

[Package ig version 1.0 Index]