VGAM (version 1.0-6)

biamhcop: Ali-Mikhail-Haq Distribution Family Function

Description

Estimate the association parameter of Ali-Mikhail-Haq's bivariate distribution by maximum likelihood estimation.

Usage

biamhcop(lapar = "rhobit", iapar = NULL, imethod = 1, nsimEIM = 250)

Arguments

lapar

Link function applied to the association parameter $\alpha$, which is real and $-1<\alpha <1$. See Links for more choices.

iapar

Numeric. Optional initial value for $\alpha$. By default, an initial value is chosen internally. If a convergence failure occurs try assigning a different value. Assigning a value will override the argument imethod.

imethod

An integer with value 1 or 2 which specifies the initialization method. If failure to converge occurs try the other value, or else specify a value for iapar.

nsimEIM

See CommonVGAMffArguments for more information.

Value

An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm and vgam.

Details

The cumulative distribution function is $$P(Y_1\le y_1,Y_2\le y_2)=y_1{y}_2/(1-\alpha (1-y_1)(1-y_2))$$ for $-1<\alpha <1$. The support of the function is the unit square. The marginal distributions are the standard uniform distributions. When $\alpha =0$ the random variables are independent. This is an Archimedean copula.

References

Balakrishnan, N. and Lai, C.-D. (2009) Continuous Bivariate Distributions, 2nd ed. New York: Springer.

See Also

rbiamhcop, bifgmcop, bigumbelIexp, rbilogis, simulate.vlm.

Examples

# NOT RUN {
ymat <- rbiamhcop(1000, apar = rhobit(2, inverse = TRUE))
fit <- vglm(ymat ~ 1, biamhcop, trace = TRUE)
coef(fit, matrix = TRUE)
Coef(fit)
# }