VGAM (version 0.8-2)

chisq: Chi-squared Distribution

Description

Maximum likelihood estimation of the degrees of freedom for a chi-squared distribution.

Usage

chisq(link = "loge", earg=list())

Arguments

link

Parameter link function. See Links for more choices.

earg

List. Extra argument for the link. See earg in Links for general information.

Value

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

Details

The degrees of freedom is treated as a parameter to be estimated, and as real (not integer). Being positive, a log link is used by default. Fisher scoring is used.

References

Evans, M., Hastings, N. and Peacock, B. (2000) Statistical Distributions, New York: Wiley-Interscience, Third edition.

See Also

Chisquare. normal1.

Examples

cdata <- data.frame(x2 = runif(nn <- 1000))
cdata <- transform(cdata,
                   y1 = rchisq(nn, df = exp(1 - 1 * x2)),
                   y2 = rchisq(nn, df = exp(2 - 2 * x2)))
fit <- vglm(cbind(y1, y2) ~ x2, chisq, cdata, trace = TRUE)
coef(fit, matrix = TRUE)