LO {gamlss.dist} | R Documentation |
Logistic distribution for fitting a GAMLSS
Description
The function LO()
, or equivalently Logistic()
, defines the logistic distribution, a two parameter distribution,
for a gamlss.family
object to be used in GAMLSS fitting using the function gamlss()
Usage
LO(mu.link = "identity", sigma.link = "log")
dLO(x, mu = 0, sigma = 1, log = FALSE)
pLO(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
qLO(p, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)
rLO(n, mu = 0, sigma = 1)
Arguments
mu.link |
Defines the |
sigma.link |
Defines the |
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 |
Details
Definition file for Logistic distribution.
f(y|\mu,\sigma)=\frac{1}{\sigma} e^{-\left(\frac{y-\mu}{\sigma}\right)} [1+e^{-\left(\frac{y-\mu}{\sigma}\right)}]^{-2}
for y=(-\infty,\infty)
, \mu=(-\infty,\infty)
and \sigma>0
, see page 368 of Rigby et al. (2019).
Value
LO()
returns a gamlss.family
object which can be used to fit a logistic distribution in the gamlss()
function.
dLO()
gives the density, pLO()
gives the distribution
function, qLO()
gives the quantile function, and rLO()
generates random deviates for the logistic distribution.
The latest functions are based on the equivalent R
functions for logistic distribution.
Note
\mu
is the mean and \sigma \pi/ \sqrt3
is the standard deviation for the logistic distribution
Author(s)
Mikis Stasinopoulos, Bob Rigby and Calliope Akantziliotou
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, 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, 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. doi:10.1201/b21973
(see also https://www.gamlss.com/).
See Also
Examples
LO()# gives information about the default links for the Logistic distribution
plot(function(y) dLO(y, mu=10 ,sigma=2), 0, 20)
plot(function(y) pLO(y, mu=10 ,sigma=2), 0, 20)
plot(function(y) qLO(y, mu=10 ,sigma=2), 0, 1)
# library(gamlss)
# data(abdom)
# h<-gamlss(y~cs(x,df=3), sigma.formula=~cs(x,1), family=LO, data=abdom) # fits
# plot(h)