gammaR {VGAM} | R Documentation

## 2-parameter Gamma Distribution

### Description

Estimates the 2-parameter gamma distribution by maximum likelihood estimation.

### Usage

    gammaR(lrate = "loge", lshape = "loge", irate = NULL,
           ishape = NULL, lss = TRUE, zero = "shape")

### Arguments

`lrate, lshape` | Link functions applied to the (positive) rate and shape parameters. See `Links` for more choices.

`irate, ishape` | Optional initial values for rate and shape. A `NULL` means a value is computed internally. If a failure to converge occurs, try using these arguments.

`zero, lss` | Details at `CommonVGAMffArguments`.

### Details

The density function is given by

f(y) = exp(-rate * y) y^(shape-1) rate^(shape) / gamma(shape)

for shape > 0, rate > 0 and y > 0. Here, gamma(shape) is the gamma function, as in `gamma`. The mean of Y is mu = shape/rate (returned as the fitted values) with variance sigma^2 = mu^2 /shape = shape/rate^2. By default, the two linear/additive predictors are eta1 = log(shape) and eta2 = log(rate).

### Value

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

### Note

The parameters rate and shape match with the arguments `rate` and `shape` of `rgamma`. The order of the arguments agree too. Here, scale = 1/rate is used, so one can use `negloge`. Multiple responses are handled.

If rate = 1 use the family function `gamma1` to estimate shape.

### Author(s)

T. W. Yee

### References

Most standard texts on statistical distributions describe the 2-parameter gamma distribution, e.g.,

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011) Statistical Distributions, Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.

### See Also

`gamma1` for the 1-parameter gamma distribution, `gamma2` for another parameterization of the 2-parameter gamma distribution, `bigamma.mckay` for a bivariate gamma distribution, `expexpff`, `simulate.vlm`, `rgamma`, `negloge`.

### Examples

    # Essentially a 1-parameter gamma
    gdata <- data.frame(y1 = rgamma(n <- 100, shape =  exp(1)))
    fit1 <- vglm(y1 ~ 1, gamma1, data = gdata, trace = TRUE)
    fit2 <- vglm(y1 ~ 1, gammaR, data = gdata, trace = TRUE, crit = "coef")
    coef(fit2, matrix = TRUE)
    Coef(fit2)

    # Essentially a 2-parameter gamma
    gdata <- data.frame(y2 = rgamma(n = 500, rate = exp(1), shape = exp(2)))
    fit2 <- vglm(y2 ~ 1, gammaR, data = gdata, trace = TRUE, crit = "coef")
    coef(fit2, matrix = TRUE)
    Coef(fit2)
    summary(fit2)

[Package VGAM version 1.0-3 Index]