exppoisson: Exponential Poisson Distribution Family Function

Description

Estimates the two parameters of the exponential Poisson distribution by maximum likelihood estimation.

Usage

exppoisson(llambda = "loge", lbetave = "loge", elambda = list(),
           ebetave = list(), ilambda = 1.1, ibetave = 2,
           zero = NULL)

Arguments

llambda, lbetave

Link function for the two positive parameters. See Links for more choices.

elambda, ebetave

List. Extra argument for each of the links. See earg in Links for general information.

ilambda, ibetave

Numeric. Initial values for the lambda and betave parameters. Currently this function is not intelligent enough to obtain better initial values.

zero

See CommonVGAMffArguments.

Value

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

Warning

This VGAM family function does not work properly!

Details

The exponential Poisson distribution has density function

f (y; λ = s h a p e, β = s c a l e) = \frac{λ β}{1 - e^{- λ}} e^{- λ - β y + λ \exp (- β y)}

where $y > 0$ and the parameters shape, $\lambda$, and scale, $\beta$, are positive. The distribution implies a population facing discrete hazard rates which are multiples of a base hazard. This VGAM family function requires the hypergeo package (to use their genhypergeo function).

References

Kus, C., (2007). A new lifetime distribution. Computational Statistics and Data Analysis, 51, 4497--4509.

Examples

Run this code

lambda = exp(1); betave = exp(2)
rdata = data.frame(y = rexppois(n = 1000, lambda, betave))
library(hypergeo)
fit = vglm(y ~ 1, exppoisson, rdata, trace = TRUE)
c(with(rdata, mean(y)), head(fitted(fit), 1))
coef(fit, matrix = TRUE)
Coef(fit)
summary(fit)

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