| gamlss.tr-package {gamlss.tr} | R Documentation |
Generating and Fitting Truncated ‘gamlss.family’ Distributions
Description
This is an add on package to GAMLSS. The purpose of this package is to allow users to defined truncated distributions in GAMLSS models. The main function gen.trun() generates truncated version of an existing GAMLSS family distribution.
Details
The DESCRIPTION file:
| Package: | gamlss.tr |
| Type: | Package |
| Title: | Generating and Fitting Truncated `gamlss.family' Distributions |
| Version: | 5.1-9 |
| Date: | 2024-01-28 |
| Author: | Mikis Stasinopoulos <d.stasinopoulos@gre.ac.uk>, Bob Rigby <r.rigby@gre.ac.uk> |
| Maintainer: | Mikis Stasinopoulos <d.stasinopoulos@gre.ac.uk> |
| LazyLoad: | yes |
| Depends: | R (>= 2.2.1), gamlss.dist, gamlss (>= 5.0-0), methods |
| Description: | This is an add on package to GAMLSS. The purpose of this package is to allow users to defined truncated distributions in GAMLSS models. The main function gen.trun() generates truncated version of an existing GAMLSS family distribution. |
| License: | GPL-2 | GPL-3 |
| URL: | https://www.gamlss.com/ |
Index of help topics:
fitTail For fitting truncated distribution to the tails
of data
gamlss.tr-package Generating and Fitting Truncated
'gamlss.family' Distributions
gen.trun Generates a truncated distribution from a
gamlss.family
trun Fits a Truncate Distribution from a
gamlss.family
trun.d Truncated Probability Density Function of a
gamlss.family Distribution
trun.p Truncated Cumulative Density Function of a
gamlss.family Distribution
trun.q Truncated Inverse Cumulative Density Function
of a gamlss.family Distribution
trun.r Generates Random Values from a Truncated
Density Function of a gamlss.family
Distribution
Author(s)
Mikis Stasinopoulos <d.stasinopoulos@gre.ac.uk>, Bob Rigby <r.rigby@gre.ac.uk>
Maintainer: Mikis Stasinopoulos <d.stasinopoulos@gre.ac.uk>
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. 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, https://www.jstatsoft.org/v23/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.
(see also https://www.gamlss.com/).
Examples
# generating a t-distribution from 0 to 100
gen.trun(par=c(0,100),family="TF", name="0to100", type="both")
op<-par(mfrow=c(2,2))
plot(function(x) dTF0to100(x, mu=80 ,sigma=20, nu=5), 0, 100, ylab="pdf")
plot(function(x) pTF0to100(x, mu=80 ,sigma=20, nu=5), 0, 100, ylab="cdf")
plot(function(x) qTF0to100(x, mu=80 ,sigma=20, nu=5), 0.01, .999, ylab="invcdf")
hist(s1<-rTF0to100(1000, mu=80 ,sigma=20, nu=5), ylab="hist", xlab="x", main="generated data")
par(op)