gamlss.dist (version 6.1-1)

LOGITNO: Logit Normal distribution for fitting in GAMLSS

Description

The functions dLOGITNO, pLOGITNO, qLOGITNO and rLOGITNO define the density, distribution function, quantile function and random generation for the logit-normal distribution. The function LOGITNO can be used for fitting the distribution in gamlss().

Usage

LOGITNO(mu.link = "logit", sigma.link = "log")
dLOGITNO(x, mu = 0.5, sigma = 1, log = FALSE)
pLOGITNO(q, mu = 0.5, sigma = 1, lower.tail = TRUE, log.p = FALSE)
qLOGITNO(p, mu = 0.5, sigma = 1, lower.tail = TRUE, log.p = FALSE)
rLOGITNO(n, mu = 0.5, sigma = 1)

Value

LOGITNO() returns a gamlss.family object which can be used to fit a logit-normal distribution in the gamlss() function.

Arguments

mu.link

the link function for mu

sigma.link

the link function for sigma

x,q

vector of quantiles

mu

vector of location parameter values

sigma

vector of scale 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, Bob Rigby

Details

The probability density function in LOGITNO is defined as $$f(y|\mu,\sigma)= \frac{1}{\sqrt{2\pi\sigma^2} y (1-y)} \exp \left( -\frac{1}{2 \sigma^2} \left[ \log(y/(1-y)-\log(\mu/(1-\mu)\right]^2 \right) $$

for \(0<y<1\), \(0<\mu< 1\) and \(\sigma>0\) see p 463 of Rigby et al. (2019).

References

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, \doi10.18637/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, LOGNO

Examples

# plotting the d, p, q, and r functions
op<-par(mfrow=c(2,2))
curve(dLOGITNO(x), 0, 1)
curve(pLOGITNO(x), 0, 1)
curve(qLOGITNO(x), 0, 1)
Y<- rLOGITNO(200)
hist(Y)
par(op)

# plotting the d, p, q, and r functions
# sigma 3
op<-par(mfrow=c(2,2))
curve(dLOGITNO(x, sigma=3), 0, 1)
curve(pLOGITNO(x, sigma=3), 0, 1)
curve(qLOGITNO(x, sigma=3), 0, 1)
Y<- rLOGITNO(200, sigma=3)
hist(Y)
par(op)