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Estimate the association parameter of FGM bivariate exponential distribution by maximum likelihood estimation.
bifgmexp(lapar = "rhobitlink", iapar = NULL, tola0 = 0.01, imethod = 1)
Link function for the
association parameter
Links
for more choices
and other information.
Numeric. Optional initial value for imethod
.
Positive numeric.
If the estimate of
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 ia
.
An object of class "vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
and vgam
.
The cumulative distribution function is
A variant of Newton-Raphson is used, which only seems to work for an
intercept model.
It is a very good idea to set trace = TRUE
.
Castillo, E., Hadi, A. S., Balakrishnan, N. Sarabia, J. S. (2005) Extreme Value and Related Models with Applications in Engineering and Science, Hoboken, NJ, USA: Wiley-Interscience.
# NOT RUN {
N <- 1000; mdata <- data.frame(y1 = rexp(N), y2 = rexp(N))
# }
# NOT RUN {
plot(ymat)
# }
# NOT RUN {
fit <- vglm(cbind(y1, y2) ~ 1, bifgmexp, data = mdata, trace = TRUE)
fit <- vglm(cbind(y1, y2) ~ 1, bifgmexp, data = mdata, # This may fail
trace = TRUE, crit = "coef")
coef(fit, matrix = TRUE)
Coef(fit)
head(fitted(fit))
# }
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