An object of class "vglmff" (see vglmff-class).
The object is used by modelling functions such as vglm
and vgam.
Arguments
link
Link function applied to the (positive) shape parameter.
See Links for more choices and general information.
zero, parallel
Details at CommonVGAMffArguments.
type.fitted, percentiles
See CommonVGAMffArguments for information.
Using "Qlink" is for quantile-links in VGAMextra.
Author
T. W. Yee
Details
The density function is given by
$$f(y) = \exp(-y) \times y^{shape-1} / \Gamma(shape)$$
for \(shape > 0\) and \(y > 0\).
Here, \(\Gamma(shape)\) is the gamma
function, as in gamma.
The mean of \(Y\) (returned as the default fitted values)
is \(\mu=shape\), and the variance is
\(\sigma^2 = shape\).
References
Most standard texts on statistical distributions describe
the 1-parameter gamma distribution, e.g.,
Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011).
Statistical Distributions,
Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.
See Also
gammaR for the 2-parameter gamma distribution,
lgamma1,
lindley,
simulate.vlm,
gammaff.mm.