wgp {gbs}R Documentation

Derivatives of the weights in the likelihood of the GBSD

Description

This function computes the derivatives of the weights in the likelihood function of the GBS distribution.

Usage

wgp(u, nu = 1.0, kernel = "normal")

Arguments

u Vector of values.
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

wgp() return the derivatives of the weights in the likelihood function of 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

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.


[Package gbs version 1.0 Index]