CCd (version 1.1)

cc.reg: Regression modelling with the CC distribution

Description

Regression modelling with the CC distribution.

Usage

cc.reg(y, x, tol = 1e-6)

Value

A list including:

lambda

The \(\lambda\) parameter.

be

The regression coefficients.

loglik

The value of the maximized log-likelihood.

Arguments

y

The response variable, a vector with integer values.

x

A vector or matrix with with the predictor variables.

tol

The tolerance value to terminate the maximization algorithm.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris .

Details

Regression modelling assuming that the counts follow the CC distribution is implemented.

References

Papadatos N. (2022). The characteristic function of the discrete Cauchy distribution In Memory of T. Cacoullos. Journal of Statistical Theory and Practice, 16(3): 47.

See Also

cc.mle

Examples

y <- round( rcauchy(150, 3, 10) )
x <- iris[, 1:2]
cc.reg(y, x)