, Guofu Jing [aut]| Title: | The LIC for T Distribution Regression Analysis |
|---|---|
| Description: | This comprehensive toolkit for T-distributed regression is designated as "TLIC" (The LIC for T Distribution Regression Analysis) analysis. It is predicated on the assumption that the error term adheres to a T-distribution. The philosophy of the package is described in Guo G. (2020) <doi:10.1080/02664763.2022.2053949>. |
| Authors: | Guangbao Guo [aut, cre]
, Guofu Jing [aut] |
| Maintainer: | Guangbao Guo <[email protected]> |
| License: | MIT + file LICENSE |
| Version: | 0.3 |
| Built: | 2024-10-30 09:21:50 UTC |
| Source: | CRAN |
This terr function generates a dataset with a specified number of observations and predictors, along with a response vector that has an error term following a T-distribution.
terr(n, nr, p, dist_type, ...)terr(n, nr, p, dist_type, ...)
n |
is the number of observations |
nr |
is the number of observations with a different error T distribution |
p |
is the dimension of the observation |
dist_type |
is the type where the error term obeys a T-distribution |
... |
is additional arguments for the T-distribution function |
X,Y,e
set.seed(12) data <- terr(n = 1200, nr = 200, p = 5, dist_type = "student_t") str(data)set.seed(12) data <- terr(n = 1200, nr = 200, p = 5, dist_type = "student_t") str(data)
The TLIC function builds on the LIC function by introducing the assumption that the error term follows a T-distribution, thereby enhancing the length and information optimisation criterion.
TLIC(X, Y, alpha = 0.05, K = 10, nk = NULL, dist_type = "student_t")TLIC(X, Y, alpha = 0.05, K = 10, nk = NULL, dist_type = "student_t")
X |
is a design matrix |
Y |
is a random response vector of observed values |
alpha |
is the significance level |
K |
is the number of subsets |
nk |
is the sample size of subsets |
dist_type |
is the type where the error term obeys a T-distribution |
MUopt, Bopt, MAEMUopt, MSEMUopt, opt, Yopt
set.seed(12) n <- 1200 nr <- 200 p <- 5 data <- terr(n, nr, p, dist_type = "student_t") TLIC(data$X, data$Y, alpha = 0.05, K = 10, nk = n / 10, dist_type = "student_t")set.seed(12) n <- 1200 nr <- 200 p <- 5 data <- terr(n, nr, p, dist_type = "student_t") TLIC(data$X, data$Y, alpha = 0.05, K = 10, nk = n / 10, dist_type = "student_t")