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VGAM (version 1.1-14)

chisq: Chi-squared and Chi Distributions

Description

Maximum likelihood estimation of the degrees of freedom for a chi-squared distribution. Also fits the chi distribution.

Usage

chisq(link = "loglink", zero = NULL, squared = TRUE)

Arguments

Value

An object of class "vglmff"

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

Details

The degrees of freedom is treated as a real parameter to be estimated and not as an integer. Being positive, a log link is used by default. Fisher scoring is used.

If a random variable has a chi-squared distribution then the square root of the random variable has a chi distribution. For both distributions, the fitted value is the mean.

References

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011). Statistical Distributions, Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.

See Also

Chisquare. uninormal.

Examples

Run this code
cdata <- data.frame(x2 = runif(nn <- 1000))
cdata <- transform(cdata, y1 = rchisq(nn, df = exp(1 - 1 * x2)),
                          y2 = rchisq(nn, df = exp(2 - 2 * x2)))
fit <- vglm(cbind(y1, y2) ~ x2, chisq, data = cdata, trace = TRUE)
coef(fit, matrix = TRUE)

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