VGAM (version 1.1-9)

riceff: Rice Distribution Family Function

Description

Estimates the two parameters of a Rice distribution by maximum likelihood estimation.

Usage

riceff(lsigma = "loglink", lvee = "loglink", isigma = NULL,
       ivee = NULL, nsimEIM = 100, zero = NULL, nowarning = FALSE)

Value

An object of class "vglmff" (see

vglmff-class). The object is used by modelling functions such as vglm and vgam.

Arguments

nowarning

Logical. Suppress a warning? Ignored for VGAM 0.9-7 and higher.

lvee, lsigma

Link functions for the \(v\) and \(\sigma\) parameters. See Links for more choices and for general information.

ivee, isigma

Optional initial values for the parameters. If convergence failure occurs (this VGAM family function seems to require good initial values) try using these arguments. See CommonVGAMffArguments for more information.

nsimEIM, zero

See CommonVGAMffArguments for information.

Author

T. W. Yee

Details

The Rician distribution has density function $$f(y;v,\sigma) = \frac{y}{\sigma^2} \, \exp(-(y^2+v^2) / (2\sigma^2)) \, I_0(y v / \sigma^2) $$ where \(y > 0\), \(v > 0\), \(\sigma > 0\) and \(I_0\) is the modified Bessel function of the first kind with order zero. When \(v = 0\) the Rice distribution reduces to a Rayleigh distribution. The mean is \(\sigma \sqrt{\pi/2} \exp(z/2) ((1-z) I_0(-z/2)-z I_1(-z/2))\) (returned as the fitted values) where \(z=-v^2/(2 \sigma^2)\). Simulated Fisher scoring is implemented.

References

Rice, S. O. (1945). Mathematical Analysis of Random Noise. Bell System Technical Journal, 24, 46--156.

See Also

drice, rayleigh, besselI, simulate.vlm.

Examples

if (FALSE)  sigma <- exp(1); vee <- exp(2)
rdata <- data.frame(y = rrice(n <- 1000, sigma, vee = vee))
fit <- vglm(y ~ 1, riceff, data = rdata, trace = TRUE, crit = "c")
c(with(rdata, mean(y)), fitted(fit)[1])
coef(fit, matrix = TRUE)
Coef(fit)
summary(fit)