[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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