logF {VGAM} | R Documentation

## Natural Exponential Family Generalized Hyperbolic Secant Distribution Family Function

### Description

Maximum likelihood estimation of the 1-parameter log F distribution.

### Usage

     logF(lshape1 = "loge", lshape2 = "loge",
          ishape1 = NULL, ishape2 = 1, imethod = 1)

### Arguments

`lshape1, lshape2` | Parameter link functions for the shape parameters. Called alpha and beta respectively. See `Links` for more choices.
`ishape1, ishape2` | Optional initial values for the shape parameters. If given, it must be numeric and values are recycled to the appropriate length. The default is to choose the value internally. See `CommonVGAMffArguments` for more information.
`imethod` | Initialization method. Either the value 1, 2, or .... See `CommonVGAMffArguments` for more information.

### Details

The density for this distribution is

f(y; alpha, beta) = exp(α y) / [B(α,β) * (1 + exp(y))^(α + β)]

where y is real, α > 0, β > 0, B(., .) is the beta function `beta`.

### Value

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

### Author(s)

Thomas W. Yee

### References

Jones, M. C. (2008). On a class of distributions with simple exponential tails. Statistica Sinica, 18(3), 1101–1110.

### See Also

`dlogF`, `logff`.

### Examples

    nn <- 1000
    ldata <- data.frame(y1 = rnorm(nn, m = +1, sd = exp(2)),  # Not proper data
                        x2 = rnorm(nn, m = -1, sd = exp(2)),
                        y2 = rnorm(nn, m = -1, sd = exp(2)))  # Not proper data
    fit1 <- vglm(y1 ~ 1 , logF, data = ldata, trace = TRUE)
    fit2 <- vglm(y2 ~ x2, logF, data = ldata, trace = TRUE)
    coef(fit2, matrix = TRUE)
    summary(fit2)
    vcov(fit2)

    head(fitted(fit1))
    with(ldata, mean(y1))
    max(abs(head(fitted(fit1)) - with(ldata, mean(y1))))

[Package VGAM version 1.0-3 Index]