VGAM (version 0.7-5)

recexp1: Upper Record Values from a 1-parameter Exponential Distribution

Description

Maximum likelihood estimation of the rate parameter of a 1-parameter exponential distribution when the observations are upper record values.

Usage

recexp1(lrate="loge", irate=NULL, method.init=1)

Arguments

lrate

Link function applied to the rate parameter. See Links for more choices.

irate

Numeric. Optional initial values for the rate. The default value NULL means they are computed internally, with the help of method.init.

method.init

Integer, either 1 or 2 or 3. Initial method, three algorithms are implemented. Choose the another value if convergence fails, or use irate.

Value

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

Details

The response must be a vector or one-column matrix with strictly increasing values.

References

Arnold, B. C. and Balakrishnan, N. and Nagaraja, H. N. (1998) Records, New York: John Wiley & Sons.

See Also

exponential.

Examples

rawy = rexp(n <- 10000, rate=exp(1))

# Keep only the records
delete = c(FALSE, rep(TRUE, len=n-1))
for(i in 2:length(rawy))
    if(rawy[i] > max(rawy[1:(i-1)])) delete[i] = FALSE
(y = rawy[!delete])

length(y) / y[length(y)]   # MLE of rate

fit = vglm(y ~ 1, recexp1, trace=TRUE)
coef(fit, matrix=TRUE)
Coef(fit)