aciigt {ig} | R Documentation |
The function aciigt()
produces a plot of an approximate confidence
region and computes approximate confidence intervals (ACI) for the parameters
mu and lambda of the IGTD from a sample of observations.
aciigt(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 IGTD 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 μ and λ, we use the asymptotic normality of the MLEs.
aciigt()
shows a plot of an approximate confidence region and computes
approximate confidence intervals (ACI) for the parameters of the IGTD
considering the established confidence level from a sample of observatons giving
results according to the following list:
muEstimate |
Return the value of the MLE of mu. |
muAci |
Return 95% ACI for mu. |
lambdaEstimate |
Return the value of the MLE of lambda. |
lambdaAci |
Return 95% ACI for lambda. |
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") ## Estimates the parameters of the IGTD with normal kernel by means of a ## 95 ## region aciigt(x, kernel = "normal", confLevel = 95, colourRegion = 3)