rcigt {ig} | R Documentation |
The function rcigt()
computes the relative change (RC) on the MLE
when some observations are removed in order to evaluate the effect of their
potentially influence.
rcigt(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 IGTD 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.
rcigt()
gives the RCs on the MLEs of the parameters of the IGTD from
a sample of observations without to consider some potentially influential case(s)
related to the MLE of the complete sample.
Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.
Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).
## Generates a sample from the IGTD with normal kernel x <- rigt(300, mu = 1.0, lambda = 1.0, kernel = "normal") ## Computes the RC the MLE of the parameters of the IGTD with g="normal" when the ## case 1 has been removed rcigt(x, casesRemoved = c(1), kernel = "normal")