rcgbs {gbs} | R Documentation |
The function rcgbs()
computes the relative change (RC) on the MLE
when some observations are removed in order to evaluate the effect of
their potential influence.
rcgbs(x, casesRemoved = NULL, kernel = "normal")
x |
Vector of observations. |
casesRemoved |
Index of the potentially influential case(s) that must be removed. |
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. |
This function computes the relative changes (RC), in percentage, of each estimated parameter, defined by mbox{RC}_{theta_j} = |(hat theta_j - hat theta_{j(mbox{tiny I})})/hat theta_j| times 100%, where hat theta_{j(mbox{tiny I})} denotes the MLE of theta_j after the set I of cases has been removed.
rcgbs()
gives the RCs on the MLEs of the parameters of the GBSD from
a sample of observations without to consider some potentially influential case(s)
related to the MLE of the complete sample.
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") ## Computes the RC the MLE of the parameters of the GBSD with g="normal" when the ## case 1 has been removed rcgbs(x, casesRemoved = c(1), kernel = "normal")