trun {gamlss.tr} | R Documentation |
This function can be used to fit truncated distributions. It takes as an argument an existing GAMLSS family distribution and
a parameter vector, of the type c(left.value, right.value), and generates a gamlss.family
object which then can be used to fit
a truncated distribution.
trun(par = c(0), family = "NO", type = c("left", "right", "both"), name = "tr", local = TRUE, delta=NULL, ...)
par |
a scalar for left and right truncation or a vector of the type c(left.value, right.value) for interval truncation |
family |
an existing gamlss.family distribution |
type |
what type of truncation is required, left , right or both . If both the par should be a vector of length two. (the default is left truncation) |
name |
a character string to be added to name of the created object i.e. with family=TF and name=trZero the gamlss.family object will be called TFtrZero |
local |
if TRUE the function will try to find the environment of gamlss to generate the d and p functions required for the fitting, if FALSE the functions will be generated in the global environment |
delta |
the delta increment used in the numerical derivatives |
... |
for extra arguments |
This function is created to help the user to fit a truncated form of existing gamlss
distribution.
It does this by taking an existing gamlss.family
and changing some of the components of the distribution to help the fitting process.
It particular it i) creates a pdf (d
) and a cdf (p
) function within gamlss
,
ii) changes the global deviance function G.dev.incr
, the first derivative functions (see note below) and the quantile residual function.
It returns a gamlss.family
object which has all the components needed for fitting a distribution in gamlss
.
This function is experimental and could be changed. The function trun
changes
the first derivatives of the original gamlss family d
function to numerical derivatives
for the new truncated d
function. The default increment delta
,
for this numerical derivatives function, is eps * pmax(abs(x), 1)
where
eps<-sqrt(.Machine$double.eps)
. The default delta
could be inappropriate
for specific applications and can be overwritten by using the argument delta
.
Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk and Bob Rigby r.rigby@londonmet.ac.uk
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2003) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.com/).
trun.d
, trun.p
, trun.q
, trun.r
, gen.trun
# generate a left truncated zero t family gen.trun(0,family="TF") # take a random sample of 1000 observations sam<-rTFtr(1000,mu=10,sigma=5, nu=5 ) hist(sam) # fit the distribution to the data mod1<-gamlss(sam~1, family=trun(0,TF)) mod1 # now create a gamlss.family object before the fitting Ttruc.Zero<- trun(par=0,family=TF, local=FALSE) mod2<-gamlss(sam~1, family=Ttruc.Zero) # now check the sensitivity of delta Ttruc.Zero<- trun(par=0,family=TF, local=FALSE, delta=c(0.01,0.01, 0.01)) mod3<-gamlss(sam~1, family=Ttruc.Zero)