ExGaussEstim (version 0.1.2)

BayesianExgaussian: Bayesian Ex-gaussian Estimate

Description

Estimates the mu, sigma, and tau parameters of an ex-Gaussian distribution using a bayesian method.

Usage

BayesianExgaussian(n, x, nSamples = 5000, Ti = 2500)

Value

BayesianExgaussian() returns an object "theta" which is a list with components: estimates of mu, sigma, and tau

Arguments

n

the data size

x

the data. Must be a vector, with no missing values

nSamples

number of Samples

Ti

burn-in

References

Brown, S., & Heathcote, A. (2003). QMLE: Fast, robust, and efficient estimation of distribution functions based on quantiles. Behavior Research Methods, Instruments, & Computers, 35, 485-492.

McCormack, P. D., & Wright, N. M. (1964). The positive skew observed in reaction time distributions. Canadian Journal of Psychology/Revue canadienne de psychologie, 18, 43-51.

Van Zandt, T. (2000). How to fit a response time distribution. Psychonomic Bulletin & Review, 7, 424-465.

El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021). Bayesian Estimation of The Ex-Gaussian distribution. Statistics, Optimization & Information Computing, 9(4), 809-819.

Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995). Adaptive rejection Metropolis sampling within Gibbs sampling. Journal of the Royal Statistical Society: Series C (Applied Statistics), 44, 455-472.

Examples

library(gamlss.dist)
set.seed(2703)
data<-rexGAUS(n=100, mu = 500, sigma = 150, nu = 100)
BayesianExgaussian(n = 100, x = data)