mlebstNuFixed {gbs} | R Documentation |
The function mlebstNuFixed
gives the maximum likelihood estimates (MLE) of the
parameters α and β of the GBSD generated from the t kernel
based on a sample of observations based on this distribution.
mlebstNuFixed(x, nu = 1)
x |
Vector of observations. |
nu |
Shape parameter corresponding to the degrees of freedom of the t distribution. |
The MLEs of the parameters α and β of the classical BS distribution
are obtained using numerical procedure already implemented in R
.
In this procedure, the parameter nu
is previosly fixed. This methodoly can be useful
for simulation studies or to determine the optimal value of nu.
mlebstNuFixed()
computes MLEs for the parameters of the GBSD
generated from the t kernel giving results according to the following list:
alphaEstimate |
Returns the value of the MLE of alpha. |
betaEstimate |
Returns the value of the MLE of beta. |
nuFixed |
Returns the fixed value for nu. |
loglikelihood |
Returns the value of the GBSD loglikelihood. |
Barros, Michelli <michelli.karinne@gmail.com>
Leiva, Victor <victor.leiva@uv.cl, victor.leiva@yahoo.com>
Paula, Gilberto A. <giapaula@ime.usp.br>
Diaz-Garcia, J.A., Leiva, V. (2005) A new family of life distributions based on elliptically contoured distributions. J. Stat. Plan. Infer. 128:445-457 (Erratum: J. Stat. Plan. Infer. 137:1512-1513).
Leiva, V., Barros, M., Paula, G.A., Sanhueza, A. (2008) Generalized Birnbaum-Saunders distributions applied to air pollutant concentration. Environmetrics 19:235-249.
Sanhueza, A., Leiva, V., Balakrishnan, N. (2008) The generalized Birnbaum-Saunders distribution and its theory, methodology and application. Comm. Stat. Theory and Meth. 37:645-670.
## Generates a sample from the GBSD with t kernel x <- rgbs(300, alpha = 1.0, beta = 1.0, nu = 5, kernel = "t") ## Computes the likelihood for a sample x from the GBSD with t kernel mlebstNuFixed(x, nu = 5)