Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Víctor Leiva, Hugo Hernández, Antonio Sanhueza
Title: An R Package for a General Class of Inverse Gaussian Distributions
Abstract: The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed. The new R package named ig has been designed to analyze data from inverse Gaussian type distributions. This package contains basic probabilistic functions, lifetime indicators and a random number generator from this model. Also, parameter estimates and diagnostics analysis can be obtained using likelihood methods by means of this package. In addition, goodness-of-fit methods are implemented in order to detect the suitability of the model to the data. The capabilities and features of the ig package are illustrated using simulated and real data sets. Furthermore, some new results related to the inverse Gaussian type distribution are also obtained. Moreover, a simulation study is conducted for evaluating the estimation method implemented in the ig package.

Page views:: 9391. Submitted: 2007-09-13. Published: 2008-06-26.
Paper: An R Package for a General Class of Inverse Gaussian Distributions     Download PDF (Downloads: 11847)
Supplements:
ig_1.2.tar.gz: R source package Download (Downloads: 939; 19KB)
v26i04.R.zip: v26i04.R: R example code from the paper Download (Downloads: 952; 1KB)

DOI: 10.18637/jss.v026.i04

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.