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An R implementation for generalized Birnbaum-Saunders distributions

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  • Barros, Michelli
  • Paula, Gilberto A.
  • Leiva, Víctor

Abstract

The Birnbaum-Saunders (BS) model is a positively skewed statistical distribution that has received great attention in recent decades. A generalized version of this model was derived based on symmetrical distributions in the real line named the generalized BS (GBS) distribution. The R package named gbs was developed to analyze data from GBS models. This package contains probabilistic and reliability indicators and random number generators from GBS distributions. Parameter estimates for censored and uncensored data can also be obtained by means of likelihood methods from the gbs package. Goodness-of-fit and diagnostic methods were also implemented in this package in order to check the suitability of the GBS models. In this article, the capabilities and features of the gbs package are illustrated by using simulated and real data sets. Shape and reliability analyses for GBS models are presented. A simulation study for evaluating the quality and sensitivity of the estimation method developed in the package is provided and discussed.

Suggested Citation

  • Barros, Michelli & Paula, Gilberto A. & Leiva, Víctor, 2009. "An R implementation for generalized Birnbaum-Saunders distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1511-1528, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:1511-1528
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    References listed on IDEAS

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    1. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
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    3. Leiva, Victor & Riquelme, Marco & Balakrishnan, N. & Sanhueza, Antonio, 2008. "Lifetime analysis based on the generalized Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2079-2097, January.
    4. Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
    5. Xie, Feng-Chang & Wei, Bo-Cheng, 2007. "Diagnostics analysis for log-Birnbaum-Saunders regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4692-4706, May.
    6. Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel, 2007. "Assessment of local influence in elliptical linear models with longitudinal structure," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4354-4368, May.
    7. W.‐Y. Poon & Y. S. Poon, 1999. "Conformal normal curvature and assessment of local influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 51-61.
    8. Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
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    Cited by:

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    8. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.

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