Maximum likelihood estimation of the degrees of freedom for a chi-squared distribution.
chisq(link = "loge", zero = NULL)
See CommonVGAMffArguments
for information.
An object of class "vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
,
and vgam
.
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.
Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011) Statistical Distributions, Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.
# NOT RUN {
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, data = cdata, trace = TRUE)
coef(fit, matrix = TRUE)
# }
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