Description Usage Arguments Details Value References See Also Examples
Maximum likelihood estimation of the Poisson-Tweedie parameters using L-BFGS-B quasi-Newton method.
1 2 3 | mlePoissonTweedie(x, a, D.ini, a.ini, maxit = 100, loglik=TRUE,
maxCount=20000, w = NULL, ...)
getParam(object)
|
x |
numeric vector containing the read counts. |
a |
numeric scalar smaller than 1, if specified the PT shape parameter will be fixed. |
D.ini |
numeric positive scalar giving the initial value for the dispersion. |
a.ini |
numeric scalar smaller than 1 giving the initial value for the shape parameter (ignored if 'a' is specified). |
maxit |
numeric scalar providing the maximum number of 'L-BFGS-B' iterations to be performed (default is '100'). |
loglik |
is log-likelihood computed? The default is TRUE |
object |
an object of class 'mlePT'. |
maxCount |
if max(x) > maxCount, then moment method is used to estimate model parameters to reduce computation time. The default is 20000. |
w |
vector of weights with length equal to the lenght of 'x'. |
... |
additional arguments to be passed to the 'optim' 'control' options. |
The L-BFGS-B quasi-Newton method is used to calculate iteratively the maximum likelihood estimates of the three Poisson-Tweedie parameters. If 'a' argument is specified, this parameter will be fixed and the method will only estimate the other two.
An object of class 'mlePT' containing the following information:
par: numeric vector giving the estimated mean ('mu'), dispersion ('D') and shape parameter 'a'.
se: numeric vector containing the standard errors of the estimated parameters 'mu', 'D' and 'a'.
loglik: numeric scalar providing the value of the loglikelihod for the estimated parameters.
iter: numeric scalar giving the number of performed iterations.
paramZhu: numeric vector giving the values of the estimated parameters in the Zhu parameterization 'a', 'b' and 'c'.
paramHou: numeric vector giving the values of the estimated parameters in the Hougaard parameterization 'alpha', 'delta' and 'theta'.
skewness: numeric scalar providing the estimate of the skewness given the estimated parameters.
x: numeric vector containing the count data introduced as the 'x' argument by the user.
convergence: A character string giving any additional information returned by the optimizer, or 'NULL'.
Esnaola M, Puig P, Gonzalez D, Castelo R and Gonzalez JR (2013). A flexible count data model to fit the wide diversity of expression profiles arising from extensively replicated RNA-seq experiments. BMC Bioinformatics 14: 254
A.H. El-Shaarawi, R. Zhu, H. Joe (2010). Modelling species abundance using the Poisson-Tweedie family. Environmetrics 22, pages 152-164.
P. Hougaard, M.L. Ting Lee, and G.A. Whitmore (1997). Analysis of overdispersed count data by mixtures of poisson variables and poisson processes. Biometrics 53, pages 1225-1238.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # Generate 500 random counts following a Poisson Inverse Gaussian
# distribution with mean = 20 and dispersion = 5
randomCounts <- rPT(n = 500, mu = 20, D = 5, a = 0.5)
# Estimate all three parameters
res1 <- mlePoissonTweedie(x = randomCounts, a.ini = 0, D.ini
= 10)
res1
getParam(res1)
#Fix 'a = 0.5' and estimate the other two parameters
res2 <- mlePoissonTweedie(x = randomCounts, a = 0.5, D.ini
= 10)
res2
getParam(res2)
|
Poisson-Tweedie parameter estimates (MLE)
estimate s.e.
mu 19.91 0.456
D 5.23 0.412
a 0.54 0.091
Skewness: 1.32
Zhu parameterization
a b c
0.538 7.572 0.902
Hougaard parameterization
alpha delta theta
0.538 7.162 0.109
log-likelihood: -1807.421
number of iterations: 9
mu D a
19.9120000 5.2306312 0.5384602
Poisson-Tweedie parameter estimates (MLE)
estimate s.e.
mu 19.9 0.45
D 5.2 0.36
a 0.5 NA
Skewness: 1.25
Zhu parameterization
a b c
0.500 7.303 0.893
Hougaard parameterization
alpha delta theta
0.500 6.901 0.120
log-likelihood: -1807.501
number of iterations: 6
mu D a
19.912000 5.163067 0.500000
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