recexp1 {VGAM} | R Documentation

## Upper Record Values from a 1-parameter Exponential Distribution

### Description

Maximum likelihood estimation of the rate parameter of a 1-parameter exponential distribution when the observations are upper record values.

### Usage

    recexp1(lrate="loge", irate=NULL, method.init=1)

### Arguments

`lrate` | Link function applied to the rate parameter. See `Links` for more choices.
`irate` | Numeric. Optional initial values for the rate. The default value `NULL` means they are computed internally, with the help of `method.init`.
`method.init` | Integer, either 1 or 2 or 3. Initial method, three algorithms are implemented. Choose the another value if convergence fails, or use `irate`.

### Details

The response must be a vector or one-column matrix with strictly increasing values.

### Value

An object of class `"vglmff"` (see `vglmff-class`). The object is used by modelling functions such as `vglm`, and `vgam`.

### Note

By default, this family function has the intercept-only MLE as the initial value, therefore convergence may only take one iteration. Fisher scoring is used.

### Author(s)

T. W. Yee

### References

Arnold, B. C. and Balakrishnan, N. and Nagaraja, H. N. (1998) Records, New York: John Wiley & Sons.

### See Also

`exponential`.

### Examples

    rawy = rexp(n <- 10000, rate=exp(1))
    y = unique(cummax(rawy)) # Keep only the records

    length(y) / y[length(y)]   # MLE of rate

    fit = vglm(y ~ 1, recexp1, trace=TRUE)
    coef(fit, matrix=TRUE)
    Coef(fit)

[Package VGAM version 0.7-9 Index]