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BGE.R
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BGE.R
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#' The Beta Generalized Exponentiated family
#'
#' @author Johan David Marin Benjumea, \email{johand.marin@@udea.edu.co}
#'
#' @description
#' The Beta Generalized Exponentiated family
#'
#' @param mu.link defines the mu.link, with "log" link as the default for the mu parameter.
#' @param sigma.link defines the sigma.link, with "log" link as the default for the sigma.
#' @param nu.link defines the nu.link, with "log" link as the default for the nu parameter.
#' @param tau.link defines the tau.link, with "log" link as the default for the tau parameter.
#'
#' @seealso \link{dBGE}
#'
#' @details
#' The Beta Generalized Exponentiated distribution with parameters \code{mu},
#' \code{sigma}, \code{nu} and \code{tau} has density given by
#'
#' \eqn{f(x)= \frac{\nu \tau}{B(\mu, \sigma)} \exp(-\nu x)(1- \exp(-\nu x))^{\tau \mu - 1} (1 - (1- \exp(-\nu x))^\tau)^{\sigma -1},}
#'
#' for \eqn{x > 0}, \eqn{\mu > 0}, \eqn{\sigma > 0}, \eqn{\nu > 0} and \eqn{\tau > 0}.
#'
#' @returns Returns a gamlss.family object which can be used to fit a BGE distribution in the \code{gamlss()} function.
#'
#' @example examples/examples_BGE.R
#'
#' @references
#'\insertRef{almalki2014modifications}{RelDists}
#'
#'\insertRef{barreto2010beta}{RelDists}
#'
#'@importFrom gamlss.dist checklink
#' @importFrom gamlss rqres.plot
#' @export
BGE <- function (mu.link="log", sigma.link="log", nu.link="log", tau.link="log"){
mstats <- checklink("mu.link", "Beta Generalized Exponentiated",
substitute(mu.link), c("log", "own"))
dstats <- checklink("sigma.link", "Beta Generalized Exponentiated",
substitute(sigma.link), c("log", "own"))
vstats <- checklink("nu.link", "Beta Generalized Exponentiated",
substitute(nu.link), c("log", "own"))
tstats <- checklink("tau.link", "Beta Generalized Exponentiated",
substitute(tau.link), c("log", "own"))
structure(list(family=c("BGE", "Beta Generalized Exponentiated"),
parameters=list(mu=TRUE, sigma=TRUE, nu=TRUE, tau=TRUE),
nopar=4,
type="Continuous",
mu.link = as.character(substitute(mu.link)),
sigma.link = as.character(substitute(sigma.link)),
nu.link = as.character(substitute(nu.link)),
tau.link = as.character(substitute(tau.link)),
mu.linkfun = mstats$linkfun,
sigma.linkfun = dstats$linkfun,
nu.linkfun = vstats$linkfun,
tau.linkfun = tstats$linkfun,
mu.linkinv = mstats$linkinv,
sigma.linkinv = dstats$linkinv,
nu.linkinv = vstats$linkinv,
tau.linkinv = tstats$linkinv,
mu.dr = mstats$mu.eta,
sigma.dr = dstats$mu.eta,
nu.dr = vstats$mu.eta,
tau.dr = tstats$mu.eta,
dldm = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
dldm <- tau*log(exp2) - digamma(mu) + digamma(mu+sigma)
dldm
},
dldd = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
dldd <- log(1 - exp2^tau) - digamma(sigma) + digamma(mu+sigma)
dldd
},
dldv = function(y, mu, sigma, nu, tau){
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldv <- 1/nu - y + (tau*mu - 1)*y*exp1/exp2 - exp3*
tau*y*exp1*exp2^(tau-1)
dldv
},
dldt = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldt <- 1/tau + mu*log(exp2) - exp3*log(exp2)*exp2^tau
dldt
},
d2ldm2 = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
dldm <- tau*log(exp2) - digamma(mu) + digamma(mu+sigma)
d2ldm2 <- -dldm * dldm
d2ldm2
},
d2ldmdd = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
dldm <- tau*log(exp2) - digamma(mu) + digamma(mu+sigma)
dldd <- log(1 - exp2^tau) - digamma(sigma) + digamma(mu+sigma)
d2ldmdd <- -dldm * dldd
d2ldmdd
},
d2ldmdv = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldm <- tau*log(exp2) - digamma(mu) + digamma(mu+sigma)
dldv <- 1/nu - y + (tau*mu - 1)*y*exp1/exp2 - exp3*
tau*y*exp1*exp2^(tau-1)
d2ldmdv <- -dldm * dldv
d2ldmdv
},
d2ldmdt = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldm <- tau*log(exp2) - digamma(mu) + digamma(mu+sigma)
dldt <- 1/tau + mu*log(exp2) - exp3*log(exp2)*exp2^tau
d2ldmdt <- -dldm * dldt
d2ldmdt
},
d2ldd2 = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
dldd <- log(1 - exp2^tau) - digamma(sigma) + digamma(mu+sigma)
d2ldd2 <- -dldd * dldd
d2ldd2
},
d2ldddv = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldd <- log(1 - exp2^tau) - digamma(sigma) + digamma(mu+sigma)
dldv <- 1/nu - y + (tau*mu - 1)*y*exp1/exp2 - exp3*
tau*y*exp1*exp2^(tau-1)
d2ldddv <- -dldd * dldv
d2ldddv
},
d2ldddt = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldd <- log(1 - exp2^tau) - digamma(sigma) + digamma(mu+sigma)
dldt <- 1/tau + mu*log(exp2) - exp3*log(exp2)*exp2^tau
d2ldddt <- -dldd * dldt
d2ldddt
},
d2ldv2 = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldv <- 1/nu - y + (tau*mu - 1)*y*exp1/exp2 - exp3*
tau*y*exp1*exp2^(tau-1)
d2ldv2 <- -dldv * dldv
d2ldv2
},
d2ldvdt = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldv <- 1/nu - y + (tau*mu - 1)*y*exp1/exp2 - exp3*
tau*y*exp1*exp2^(tau-1)
dldt <- 1/tau + mu*log(exp2) - exp3*log(exp2)*exp2^tau
d2ldvdt <- -dldv * dldt
d2ldvdt
},
d2ldt2 = function(y, mu, sigma, nu, tau) {
exp1 <- exp(-nu*y)
exp2 <- 1 - exp1
exp3 <- (sigma - 1)/(1 - exp2^tau)
dldt <- 1/tau + mu*log(exp2) - exp3*log(exp2)*exp2^tau
d2ldt2 <- -dldt * dldt
d2ldt2
},
G.dev.incr = function(y, mu, sigma, nu, tau, ...) -2*dBGE(y, mu, sigma, nu, tau, log=TRUE),
rqres = expression(rqres(pfun="pBGE", type="Continuous", y=y, mu=mu, sigma=sigma, nu=nu, tau=tau)),
mu.initial = expression(mu <- rep(1, length(y))),
sigma.initial = expression(sigma <- rep(1, length(y))),
nu.initial = expression(nu <- rep(1, length(y))),
tau.initial = expression(tau <- rep(1, length(y))),
mu.valid = function(mu) all(mu > 0),
sigma.valid = function(sigma) all(sigma > 0),
nu.valid = function(nu) all(nu > 0),
tau.valid = function(tau) all(tau > 0),
y.valid = function(y) all(y > 0)
),
class=c("gamlss.family", "family"))
}