lognormal(VGAM)
lognormal()所属R语言包:VGAM
Lognormal Distribution
对数正态分布
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Maximum likelihood estimation of the (univariate) lognormal distribution.
最大似然估计的单变量对数正态分布。
用法----------Usage----------
lognormal(lmeanlog = "identity", lsdlog = "loge",
emeanlog = list(), esdlog = list(), zero = 2)
lognormal3(lmeanlog = "identity", lsdlog = "loge",
emeanlog = list(), esdlog = list(),
powers.try = (-3):3, delta = NULL, zero = 2)
参数----------Arguments----------
参数:lmeanlog, lsdlog
Parameter link functions applied to the mean and (positive) sigma (standard deviation) parameter. Both of these are on the log scale. See Links for more choices.
施加到参数链接功能的均值和(正)sigma(标准偏差)参数。这些都是在对数刻度。见Links更多的选择。
参数:emeanlog, esdlog
List. Extra argument for each of the links. See earg in Links for general information.
列表。每个环节的额外参数。见earg中Links的一般信息。
参数:zero
An integer-valued vector specifying which linear/additive predictors are modelled as intercepts only. For lognormal(), the values must be from the set {1,2} which correspond to mu, sigma, respectively. For lognormal3(), the values must be from the set {1,2,3} where 3 is for λ. See CommonVGAMffArguments for more information.
指定一个整数值向量线性/添加剂的预测模型仅作为拦截。对于lognormal(),值必须从集合{1,2}mu,sigma,分别对应。对于lognormal3(),值必须是从集合{1,2,3},其中3是λ。见CommonVGAMffArguments更多信息。
参数:powers.try
Numerical vector. The initial lambda is chosen as the best value from min(y) - 10^powers.try where y is the response.
数值向量。最初的lambda被评为最好的价值从min(y) - 10^powers.try其中y是响应。
参数:delta
Numerical vector. An alternative method for obtaining an initial lambda. Here, delta = min(y)-lambda. If given, this supersedes the powers.try argument. The value must be positive.
数值向量。一种替代方法,用于获取初始lambda。在这里,delta = min(y)-lambda。如果给定,取代powers.try参数。该值必须为正数。
Details
详细信息----------Details----------
A random variable Y has a 2-parameter lognormal distribution if log(Y) is distributed N(mu, sigma^2). The expected value of Y, which is
随机变量Y如果log(Y)N(mu, sigma^2)有一个双参数对数正态分布。 Y,这是预期的值
and not mu, make up the fitted values.
而不是mu,弥补的拟合值。
A random variable Y has a 3-parameter lognormal distribution if log(Y-lambda) is distributed N(mu, sigma^2). Here, lambda < Y. The expected value of Y, which is
随机变量Y三参数对数正态分布,如果log(Y-lambda)N(mu, sigma^2)。在这里,lambda < Y。 Y,这是预期的值
and not mu, make up the fitted values.
而不是mu,弥补的拟合值。
lognormal() and lognormal3() fit the 2- and 3-parameter lognormal distribution respectively. Clearly, if the location parameter lambda=0 then both distributions coincide.
lognormal()和lognormal3()适合2 - 和3 - 参数对数正态分布。显然,如果位置参数lambda=0那么这两个分布是一致的。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, and vgam.
类的一个对象"vglmff"(见vglmff-class)。该对象被用于建模功能,如vglm,vgam。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Statistical Size Distributions in Economics and Actuarial Sciences, Hoboken, NJ, USA: Wiley-Interscience.
参见----------See Also----------
rlnorm, normal1, CommonVGAMffArguments.
rlnorm,normal1,CommonVGAMffArguments。
实例----------Examples----------
ldat <- data.frame(y = rlnorm(nn <- 1000, meanlog = 1.5, sdlog = exp(-0.8)))
fit <- vglm(y ~ 1, lognormal, ldat, trace = TRUE)
coef(fit, mat = TRUE)
Coef(fit)
ldat2 <- data.frame(x2 = runif(nn <- 1000))
ldat2 <- transform(ldat2, y = rlnorm(nn, mean = 0.5, sd = exp(x2)))
fit <- vglm(y ~ x2, lognormal(zero = 1), ldat2, trace = TRUE, crit = "c")
coef(fit, mat = TRUE)
Coef(fit)
lambda <- 4
ldat3 <- data.frame(y = lambda + rlnorm(n = 1000, mean = 1.5, sd = exp(-0.8)))
fit <- vglm(y ~ 1, lognormal3, ldat3, trace = TRUE, crit = "c")
coef(fit, mat = TRUE)
summary(fit)
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注:
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