
Maximum likelihood estimation of the degrees of freedom for an inverse chi--squared distribution using Fisher scoring.
inv.chisqff(link = "loglink", zero = NULL)
An object of class "vglmff"
.
See vglmff-class
for further details.
link
is the link function applied to the degrees of freedom,
leading to the unique linear predictor in this family function.
By default, the link is loglink
.
zero
allows to model the single linear predictor as
intercept--only.
For further details, see
CommonVGAMffArguments
.
V. Miranda.
By default, the single linear/additive predictor in this family
function, say zero = NULL
.
To model zero = "dof"
.
See zero
for more details about this.
The inverse chi--squared distribution
with
gamma
function.
The mean of
That is, while the expected information matrices used here are
valid in all regions of the parameter space, the regularity conditions
for maximum likelihood estimation are satisfied only if link = logoff(offset = -2)
.
As with, chisq
, the degrees of freedom are
treated as a parameter to be estimated using (by default) the
link loglink
. However, the mean can also
be modelled with this family function.
See inv.chisqMlink
for specific details about this.
This family VGAM function handles multiple responses.
loglink
,
CommonVGAMffArguments
,
inv.chisqMlink
,
zero
.
set.seed(17010504)
dof <- 2.5
yy <- rinv.chisq(100, df = dof)
ics.d <- data.frame(y = yy) # The data.
fit.inv <- vglm(cbind(y, y) ~ 1, inv.chisqff,
data = ics.d, trace = TRUE, crit = "coef")
Coef(fit.inv)
summary(fit.inv)
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