vi.fun {GWI} | R Documentation |
Function for VI
Description
The function calculates the univariate exponential variation index for a positive continuous random variable.
Usage
vi.fun(X)
Arguments
X |
A positive continuous random variable |
Details
vi.fun
computes the univariate exponential variation index defined by Abid et al. (2020). See also Touré et al. (2020) for more details on this index.
Value
Returns
vi |
The exponential variation index |
Author(s)
Aboubacar Y. Touré and Célestin C. Kokonendji
References
Abid, R., Kokonendji, C.C. and Masmoudi, A. (2020). Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon, AStA Advances in Statistical Analysis 104, 33-58.
Touré, A.Y., Dossou-Gbété, S. and Kokonendji, C.C. (2020). Asymptotic normality of the test statistics for relative dispersion and relative variation indexes, Journal of Applied Statistics 47, 2479-2491.
Examples
X<-c(6.23,7.02,8.94,9.56,8.01,4.34,7.44,6.66,12.72,8.34,0)
vi.fun(X)
T<-c(6.231,7.022,8.943,9.789,8.014,4.423)
vi.fun(T)