| choose.fts {tpn} | R Documentation |
Choose a distribution in the flexible truncated positive class of models
Description
Provide model selection for a given data set in the flexible truncated positive class of models
Usage
choose.fts(y, criteria = "AIC")
Arguments
y |
positive vector of responses |
criteria |
model criteria for the selection: AIC (default) or BIC. |
Details
The function fits the truncated positive normal, truncated positive laplace, truncated positive Cauchy and truncated positive logistic models and select the model which provides the lower criteria (AIC or BIC).
Value
A list with the following components
AIC |
a vector with the AIC for the different truncated positive fitted models: normal, laplace, cauchy and logistic. |
selected |
the selected model |
estimate |
the estimated for sigma and lambda and the respective standard errors (s.e.) |
conv |
the code related to the convergence for the optim function. 0 if the convergence was attached. |
logLik |
log-likelihood function evaluated in the estimated parameters. |
AIC |
Akaike's criterion. |
BIC |
Schwartz's criterion. |
Author(s)
Gallardo, D.I., Gomez, H.J. and Gomez, Y.M.
References
Gomez, H.J., Gomez, H.W., Santoro, K.I., Venegas, O., Gallardo, D.I. (2022). A Family of Truncation Positive Distributions. Submitted.
Gomez, H.J., Olmos, N.M., Varela, H., Bolfarine, H. (2018). Inference for a truncated positive normal distribution. Applied Mathemetical Journal of Chinese Universities, 33, 163-176.
Examples
set.seed(2021)
y=rfts(n=100,sigma=10,lambda=1,dist="logis")
choose.fts(y)