benini1 {VGAM}R Documentation

Benini Distribution Family Function

Description

Estimating the 1-parameter Benini distribution by maximum likelihood estimation.

Usage

benini1(y0 = stop("argument 'y0' must be specified"), lshape = "loge",
        ishape = NULL, imethod = 1, zero = NULL)

Arguments

y0

Positive scale parameter.

lshape

Parameter link function and extra argument of the parameter b, which is the shape parameter. See Links for more choices. A log link is the default because b is positive.

ishape

Optional initial value for the shape parameter. The default is to compute the value internally.

imethod, zero

Details at CommonVGAMffArguments.

Details

The Benini distribution has a probability density function that can be written

f(y) = 2*s*exp(-s * [(log(y/y0))^2]) * log(y/y0) / y

for 0 < y0 < y, and shape s > 0. The cumulative distribution function for Y is

F(y) = 1 - exp(-s * [(log(y / y0))^2]).

Here, Newton-Raphson and Fisher scoring coincide. The median of Y is now returned as the fitted values, by default. This VGAM family function can handle a multiple responses, which is inputted as a matrix.

On fitting, the extra slot has a component called y0 which contains the value of the y0 argument.

Value

An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, and vgam.

Note

Yet to do: the 2-parameter Benini distribution estimates another shape parameter a too. Hence, the code may change in the future.

Author(s)

T. W. Yee

References

Kleiber, C. and Kotz, S. (2003) Statistical Size Distributions in Economics and Actuarial Sciences, Hoboken, NJ, USA: Wiley-Interscience.

See Also

Benini.

Examples

y0 <- 1; nn <- 3000
bdata <- data.frame(y  = rbenini(nn, y0 = y0, shape = exp(2)))
fit <- vglm(y ~ 1, benini1(y0 = y0), data = bdata, trace = TRUE)
coef(fit, matrix = TRUE)
Coef(fit)
fit@extra$y0
c(head(fitted(fit), 1), with(bdata, median(y)))  # Should be equal

[Package VGAM version 1.0-1 Index]