loggammarob: Robust estimation of the three parameters extended Log Gamma model.

Description

Four different type of robust procedures are provided for the estimation of the parameters in the three parameters extended Log Gamma model

Usage

loggammarob(x, start=NULL, weights = rep(1, length(x)),
  method=c("oneWL", "WQTau", "WL", "QTau", "ML"), control, ...)
# S3 method for loggammarob
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

numeric. A vector with the dataset.

start

NULL or numeric. A vector of length 3 to be used when method is WL, oneWL and ML, otherwise starting values are obtained from WQTau in the first two methods and QTau in the last one.

weights

numeric. A vector of weights used in the method QTau.

method

character. The method used, see Details below. Default is oneWL a one step weighted likelihood estimates starting from WQTau.

control

list. An object from function loggammarob.control.

digits

minimal number of _significant_ digits, see print.default.

…

further arguments can be passed directly to the function instead of using the control argument.

Value

An object of class 'loggammarob'. A list that includes the following components:

location parameter.

sigma

scale parameter.

lambda

shape parameter.

eta

estimate of E(exp(x)) parameter.

weights

the final weights.

iterations

number of iterations.

error

used only in method oneWL. If 1 then the Jacobian matrix is not invertible.

data

the original dataset.

method

the method used.

References

C. Agostinelli, A. Marazzi and V.J. Yohai (2015). Robust estimates of the generalized loggamma distribution. Technometrics, Volume 56, Issue 1, 2014. doi:10.1080/00401706.2013.818578

Agostinelli C., Marazzi A., Yohai V.J., Randriamiharisoa A. (2016). Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma. Journal of Statistical Software, 70(7), 1-21. doi:10.18637/jss.v070.i07

Examples

Run this code

# NOT RUN {
  set.seed(1234)
  x <- sort(rloggamma(n=80, lambda=1))
  res <- loggammarob(x, control=loggammarob.control(lower=0, upper=2, n=30))
  print(res)
# }