expexp(lshape = "loge", lscale = "loge",
ishape = 1.1, iscale = NULL, tolerance = 1.0e-6, zero = NULL)
Links
for more choices.
The defaults ensure both parameters are positive.ishape
."vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
and vgam
.ishape
argument if numerical problems are encountered or failure to convergence
occurs. Even if convergence occurs try perturbing the initial value
to make sure the global solution is obtained and not a local solution.
The algorithm may fail if the estimate of the shape parameter is
too close to unity.This distribution has been called the two-parameter generalized exponential distribution by Gupta and Kundu (2006). A special case of the exponentiated exponential distribution: $\alpha=1$ is the exponential distribution.
Gupta, R. D. and Kundu, D. (2006) On the comparison of Fisher information of the Weibull and GE distributions, Journal of Statistical Planning and Inference, 136, 3130--3144.
expexp1
,
gamma2.ab
,
weibull
,
CommonVGAMffArguments
.# A special case: exponential data
edata <- data.frame(y = rexp(n <- 1000))
fit <- vglm(y ~ 1, fam = expexp, edata, trace = TRUE, maxit = 99)
coef(fit, matrix = TRUE)
Coef(fit)
# Ball bearings data (number of million revolutions before failure)
bbearings <- c(17.88, 28.92, 33.00, 41.52, 42.12, 45.60,
48.80, 51.84, 51.96, 54.12, 55.56, 67.80, 68.64, 68.64,
68.88, 84.12, 93.12, 98.64, 105.12, 105.84, 127.92,
128.04, 173.40)
fit <- vglm(bbearings ~ 1, fam = expexp(iscale = 0.05, ish = 5),
trace = TRUE, maxit = 300)
coef(fit, matrix = TRUE)
Coef(fit) # Authors get c(shape=5.2589, scale=0.0314)
logLik(fit) # Authors get -112.9763
# Failure times of the airconditioning system of an airplane
acplane <- c(23, 261, 87, 7, 120, 14, 62, 47,
225, 71, 246, 21, 42, 20, 5, 12, 120, 11, 3, 14,
71, 11, 14, 11, 16, 90, 1, 16, 52, 95)
fit <- vglm(acplane ~ 1, fam = expexp(ishape = 0.8, isc = 0.15),
trace = TRUE, maxit = 99)
coef(fit, matrix = TRUE)
Coef(fit) # Authors get c(shape=0.8130, scale=0.0145)
logLik(fit) # Authors get log-lik -152.264
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