wgp {ig}R Documentation

Derivatives of the weights in the likelihood of the IGTD

Description

This function computes the derivatives of the weights in the likelihood function of the inverse Gaussian type 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 IGTD 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 inverse Gaussian type distribution.

Author(s)

Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.

References

Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).


[Package ig version 1.2 Index]