recexp1 {VGAM} | R Documentation |
Maximum likelihood estimation of the rate parameter of a 1-parameter exponential distribution when the observations are upper record values.
recexp1(lrate="loge", irate=NULL, method.init=1)
lrate |
Link function applied to the rate parameter.
See Links for more choices.
|
irate |
Numeric. Optional initial values for the rate.
The default value NULL means they are computed internally,
with the help of method.init .
|
method.init |
Integer, either 1 or 2 or 3. Initial method, three algorithms are
implemented. Choose the another value if convergence fails, or use
irate .
|
The response must be a vector or one-column matrix with strictly increasing values.
An object of class "vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
,
and vgam
.
By default, this family function has the intercept-only MLE as the initial value, therefore convergence may only take one iteration. Fisher scoring is used.
T. W. Yee
Arnold, B. C. and Balakrishnan, N. and Nagaraja, H. N. (1998) Records, New York: John Wiley & Sons.
rawy = rexp(n <- 10000, rate=exp(1)) # Keep only the records delete = c(FALSE, rep(TRUE, len=n-1)) for(i in 2:length(rawy)) if(rawy[i] > max(rawy[1:(i-1)])) delete[i] = FALSE (y = rawy[!delete]) length(y) / y[length(y)] # MLE of rate fit = vglm(y ~ 1, recexp1, trace=TRUE) coef(fit, matrix=TRUE) Coef(fit)