acigbs {gbs} | R Documentation |
The function acigbs() produces a plot of an approximate confidence region and computes approximate confidence intervals (ACI) for the parameters α and β of the GBSD from a sample of observations.
acigbs(x, kernel = "normal", confLevel = 95, chart = c(NULL, NULL, NULL, NULL), colourRegion = 1, colourEstimates = 2)
x |
Vector of observations. |
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. |
confLevel |
Confidence level of the region. |
chart |
Vector of limits of the graphs. It is a vector of the type: c(xmin, xmax, ymin, ymax). |
colourRegion |
Color of an approximate confidence region in the plot. |
colourEstimates |
Color of MLE estimators in the plot. |
In order to construct a confidence region for α and β of the GBSD, we use the asymptotic normality of the MLEs.
acigbs() shows a plot of an approximate confidence region and computes approximate confidence intervals (ACI) for the parameters of the GBSD considering the established confidence level from a sample of observatons giving results according to the following list:
alphaEstimate |
Return the value of the MLE of alpha. |
alphaAci |
Return 95% ACI for alpha. |
betaEstimate |
Return the value of the MLE of beta. |
betaAci |
Return 95% ACI for beta. |
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 normal kernel x <- rgbs(300, alpha = 1.0, beta = 1.0, nu = 1.0, kernel = "normal") ## Estimates the parameters of the GBSD with normal kernel by means of a ## 95% approximate confidence region and produces a graphical confidence ## region acigbs(x, kernel = "normal", confLevel = 95, colourRegion = 1, colourEstimates = 1)