| BayesianExgaussian {ExGaussEstim} | R Documentation |
Bayesian Ex-gaussian Estimate
Description
Estimates the mu, sigma, and tau parameters of an ex-Gaussian distribution using a bayesian method.
Usage
BayesianExgaussian(n, x, nSamples = 5000, Ti = 2500)
Arguments
n |
the data size |
x |
the data. Must be a vector, with no missing values |
nSamples |
number of Samples |
Ti |
burn-in |
Value
BayesianExgaussian() returns an object "theta" which is a list with components: estimates of mu, sigma, and tau
References
Brown, S., & Heathcote, A. (2003). QMLE: Fast, robust, and efficient estimation of distribution functions based on quantiles. Behavior Research Methods, Instruments, & Computers, 35, 485-492.
McCormack, P. D., & Wright, N. M. (1964). The positive skew observed in reaction time distributions. Canadian Journal of Psychology/Revue canadienne de psychologie, 18, 43-51.
Van Zandt, T. (2000). How to fit a response time distribution. Psychonomic Bulletin & Review, 7, 424-465.
El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021). Bayesian Estimation of The Ex-Gaussian distribution. Statistics, Optimization & Information Computing, 9(4), 809-819.
Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995). Adaptive rejection Metropolis sampling within Gibbs sampling. Journal of the Royal Statistical Society: Series C (Applied Statistics), 44, 455-472.
Examples
library(gamlss.dist)
set.seed(2703)
data<-rexGAUS(n=100, mu = 500, sigma = 150, nu = 100)
BayesianExgaussian(n = 100, x = data)