gamlss.dist (version 6.1-1)

GAF: The Gamma distribution family

Description

The function GAF() defines a gamma distribution family, which has three parameters. This is not the generalised gamma distribution which is called GG. The third parameter here is to model the mean and variance relationship. The distribution can be fitted using the function gamlss(). The mean of GAF is equal to mu. The variance is equal to sigma^2*mu^nu so the standard deviation is sigma*mu^(nu/2). The function is design for cases where the variance is proportional to a power of the mean. This is an instance of the Taylor's power low, see Enki et al. (2017). The functions dGAF, pGAF, qGAF and rGAF define the density, distribution function, quantile function and random generation for the GAF parametrization of the gamma family.

Usage

GAF(mu.link = "log", sigma.link = "log", nu.link = "identity")
dGAF(x, mu = 1, sigma = 1, nu = 2, log = FALSE)
pGAF(q, mu = 1, sigma = 1, nu = 2, lower.tail = TRUE, 
    log.p = FALSE)
qGAF(p, mu = 1, sigma = 1, nu = 2, lower.tail = TRUE, 
    log.p = FALSE)
rGAF(n, mu = 1, sigma = 1, nu = 2)

Value

GAF() returns a gamlss.family object which can be used to fit the gamma family in the gamlss() function.

Arguments

mu.link

Defines the mu.link, with "identity" link as the default for the mu parameter

sigma.link

Defines the sigma.link, with "log" link as the default for the sigma parameter

nu.link

Defines the nu.link with "identity" link as the default for the nu parameter

x,q

vector of quantiles

mu

vector of location parameter values

sigma

vector of scale parameter values

nu

vector of power parameter values

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required

Author

Mikis Stasinopoulos, Robert Rigby and Fernanda De Bastiani

Details

The parametrization of the gamma family given in the function GAF() is:

$$f(y|\mu,\sigma_1)=\frac{y^{(1/\sigma_1^2-1)}\exp[-y/(\sigma_1^2 \mu)]}{(\sigma_1^2 \mu)^{(1/\sigma^2)} \Gamma(1/\sigma^2)}$$ for \(y>0\), \(\mu>0\) where \(\sigma_1=\sigma \mu^{(\nu/2)-1} \) \(\sigma>0\) and \(-\infty <\nu< \infty\) see pp. 442-443 of Rigby et al. (2019).

References

Enki, D G, Noufaily, A., Farrington, P., Garthwaite, P., Andrews, N. and Charlett, A. (2017) Taylor's power law and the statistical modelling of infectious disease surveillance data, Journal of the Royal Statistical Society: Series A (Statistics in Society), volume=180, number=1, pages=45-72.

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC, tools:::Rd_expr_doi("10.1201/9780429298547"). An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, tools:::Rd_expr_doi("10.18637/jss.v023.i07")..

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC. tools:::Rd_expr_doi("10.1201/b21973")

(see also https://www.gamlss.com/).

See Also

gamlss.family, GA, GG

Examples

GAF()
if (FALSE) {
m1<-gamlss(y~poly(x,2),data=abdom,family=GAF, method=mixed(1,100),  
           c.crit=0.00001)
# using RS()
m2<-gamlss(y~poly(x,2),data=abdom,family=GAF,  n.cyc=5000, c.crit=0.00001)
# the estimates of nu slightly different
fitted(m1, "nu")[1]
fitted(m2, "nu")[1]
# global deviance almost identical
AIC(m1, m2)
}