[R] gamlss results for EXP and LNO seem to have reversed AIC scores

Mikis Stasinopoulos d.stasinopoulos at londonmet.ac.uk
Thu Feb 23 13:10:08 CET 2012


Dear Richard 

I think the results below are consistent

set.seed(1020)
 # created from EXP
 X1 <- rEXP(1000)
 Gexp <- gamlss(X1~1,family=EXP)
#GAMLSS-RS iteration 1: Global Deviance = 1999.762 
#GAMLSS-RS iteration 2: Global Deviance = 1999.762 
 Glno <- gamlss(X1~1,family=LOGNO)
#GAMLSS-RS iteration 1: Global Deviance = 2213.252 
#GAMLSS-RS iteration 2: Global Deviance = 2213.252 
 GAIC(Gexp, Glno)
#     df      AIC
#Gexp  1 2001.762
#Glno  2 2217.252
# EXP best
 
# create from LOGNO
 X2 <- rLOGNO(1000)
 Aexp <- gamlss(X2~1,family=EXP)
#GAMLSS-RS iteration 1: Global Deviance = 2954.628 
#GAMLSS-RS iteration 2: Global Deviance = 2954.628 
 Alno <- gamlss(X2~1,family=LOGNO)
#GAMLSS-RS iteration 1: Global Deviance = 2796.725 
3GAMLSS-RS iteration 2: Global Deviance = 2796.725 
 GAIC(Aexp, Alno)
#     df      AIC
#Alno  2 2800.725
#Aexp  1 2956.628
# LOGNO best

Mikis
 



Prof Mikis Stasinopoulos
d.stasinopoulos at londonmet.ac.uk



Companies Act 2006 : http://www.londonmet.ac.uk/companyinfo



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