robustloggamma (version 1.0-2.1)

loggammarob.wilks: Robust Wilks test for generalized log gamma model.

Description

Performs a robust Wilks test to check equality between scale and shape parameters of a generalized log gamma model.

Usage

loggammarob.wilks(x, thetainit = NULL, method = "L-BFGS-B",
  lower = c(-Inf, 1e-04), upper = c(Inf, Inf), ...)

Arguments

x

list. An object of class 'loggammarob', typically created by loggammarob.

thetainit

NULL or numeric. A vector of length 2 to be used as initial values, first element corresponds to mu, second element to sigma/lambda under the Null Hypothesis that sigma is equal to lambda.

method

parameter passed to function optim.

lower

parameter passed to function optim.

upper

parameter passed to function optim.

…

further parameters passed to function optim.

Value

an object of class 'htest'.

References

C. Agostinelli, A. Marazzi and V.J. Yohai (2015). Robust estimates of the generalized loggamma distribution. Technometrics, Volume 56, Issue 1, 2014. doi:10.1080/00401706.2013.818578

See Also

loggammarob.test for robust (weighted) t-test on one or more parameters of the generalized loggamma model.

Examples

# NOT RUN {
  set.seed(1234)
  x <- sort(log(rgamma(n=30, shape=2, scale=2)))
  res <- loggammarob(x)
  loggammarob.wilks(res)
# }