wg {ig} | R Documentation |
This function computes the weights in the likelihood function of the inverse Gaussian type distribution given by: w=g'(u)/g(u), where g is the kernel of the pdf of the symmetrical distribution.
wg(u, nu = 1.0, kernel = "normal")
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 IGTD is obtained. The kernels:
"laplace" , "logistic" , "normal" and
"t" are available. |
wg()
return the weights in the likelihood function of the
inverse Gaussian type distribution.
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).