# NOT RUN {
alpha <- 2; kay <- exp(3)
pdata <- data.frame(y = rpareto(n = 1000, scale = alpha, shape = kay))
fit <- vglm(y ~ 1, paretoff, data = pdata, trace = TRUE)
fit@extra # The estimate of alpha is here
head(fitted(fit))
with(pdata, mean(y))
coef(fit, matrix = TRUE)
summary(fit) # Standard errors are incorrect!!
# Here, alpha is assumed known
fit2 <- vglm(y ~ 1, paretoff(scale = alpha), data = pdata, trace = TRUE)
fit2@extra # alpha stored here
head(fitted(fit2))
coef(fit2, matrix = TRUE)
summary(fit2) # Standard errors are okay
# Upper truncated Pareto distribution
lower <- 2; upper <- 8; kay <- exp(2)
pdata3 <- data.frame(y = rtruncpareto(n = 100, lower = lower,
upper = upper, shape = kay))
fit3 <- vglm(y ~ 1, truncpareto(lower, upper), data = pdata3, trace = TRUE)
coef(fit3, matrix = TRUE)
c(fit3@misc$lower, fit3@misc$upper)
# }
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