geometric {VGAM} | R Documentation |
Maximum likelihood estimation for the geometric distribution.
geometric(link = "logit", earg=list(), expected = TRUE)
link |
Parameter link function applied to the
parameter prob, which lies in the unit interval.
See Links for more choices.
|
earg |
List. Extra argument for the link.
See earg in Links for general information.
|
expected |
Logical.
Fisher scoring is used if expected = TRUE , else Newton-Raphson.
|
A random variable Y has a 1-parameter geometric distribution
if P(Y=y) = prob * (1-prob)^y
for y=0,1,2,....
Here, prob is the probability of success,
and Y is the number of (independent) trials that are fails
until a success occurs.
Thus the response Y should be a non-negative integer.
The mean of Y is E(Y) = (1-prob)/prob
and its variance is Var(Y) = (1-prob)/prob^2.
The geometric distribution is a special case of the
negative binomial distribution (see negbinomial
).
An object of class "vglmff"
(see vglmff-class
).
The object is used by modelling functions such as vglm
,
and vgam
.
T. W. Yee
Evans, M., Hastings, N. and Peacock, B. (2000) Statistical Distributions, New York: Wiley-Interscience, Third edition.
negbinomial
,
Geometric
,
betageometric
,
rbetageom
.
x1 = runif(n <- 1000) - 0.5 x2 = runif(n) - 0.5 x3 = runif(n) - 0.5 eta = 0.2 - 0.7 * x1 + 1.9 * x2 prob = logit(eta, inverse=TRUE) y = rgeom(n, prob) table(y) fit = vglm(y ~ x1 + x2 + x3, geometric, trace=TRUE, crit="coef") coef(fit) coef(fit, mat=TRUE) summary(fit)