loglikgbs {gbs}R Documentation

Loglikelihood function associated with the GBSD

Description

This function computes the numerical value of the loglikelihood function associated with the GBSD.

Usage

loglikgbs(x, nu = 1.0, kernel = "normal")

Arguments

x Vector of observations.
nu Shape parameter corresponding to the degrees of freedom of the t distribution. In the case of the Laplace, logistic, normal kernels, nu can be fixed at the value 1.0 since this parameter is not involved in these kernels.
kernel Kernel of the pdf of the associated symmetrical distribution by means of which the GBSD is obtained. The kernels: laplace, logistic, normal and t are available.

Value

Compute the loglikelihood function associated to the GBS distribution.

Author(s)

Barros, Michelli <michelli.karinne@gmail.com>
Leiva, Victor <victor.leiva@uv.cl, victor.leiva@yahoo.com>
Paula, Gilberto A. <giapaula@ime.usp.br>

References

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.

Examples

## Generates a sample from the GBSD with normal kernel
x <- rgbs(300, alpha = 1.0, beta = 1.0,  nu = 1.0, kernel = "normal")

## Computes the value for the likelihood for a sample x from the GBSD 
## with normal kernel
loglikgbs(x, nu = 1.0, kernel = "normal")

[Package gbs version 1.0 Index]