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ghno
2012 Feb 22
3
gamlss results for EXP and LNO seem to have reversed AIC scores
...s to think that exponentially distributed data fits better with a
lognormal distribution, and vice versa.
For example,
X <- rexp(1000)
Gexp <- gamlss(X~1,family=EXP) # X~1 is X tilde 1
GAMLSS-RS iteration 1: Global Deviance = 2037.825
GAMLSS-RS iteration 2: Global Deviance = 2037.825
Glno <- gamlss(X~1,family=LNO)
GAMLSS-RS iteration 1: Global Deviance = 2185.763
GAMLSS-RS iteration 2: Global Deviance = 2185.763
Gexp$aic
[1] 2039.825
Glno$aic
[1] 2189.763
Can anybody shed light on why these results would occur?
cheers,
RdR
--
View this message in context: http://r.789695...
2011 Nov 01
1
low sigma in lognormal fit of gamlss
...lar
results on repeated trials and with Normal and standard normal
distributions. How should I understand sigma in these results?
cheers,
RdR
######### Example #########
# enable reproduction
set.seed(1234)
# create some lognormal data
X <- rlnorm(1000,meanlog=10,sdlog=2)
# try gamlss fit
gLNO <- gamlss(X~1,family=LNO)
summary(gLNO)
*******************************************************************
Family: c("LNO", "Box-Cox")
Call: gamlss(formula = X ~ 1, family = LNO)
Fitting method: RS()
-----------------------------------------------------------------...