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new dgamma rate argument

3 messages · Jim Lindsey, Martin Maechler, Brian Ripley

Original
Jim Lindsey
# 
Can someone explain to me in what way the new (dpqr)gamma parameter
can be interpreted as a rate (when shape != 1)? The only gamma rate
that I am aware of is the hazard rate given by dgamma/(1-pgamma), the
log of which is returned by my hgamma function (event library).
  Jim
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Martin Maechler
# 
Jim> Can someone explain to me in what way the new
    Jim> (dpqr)gamma parameter can be interpreted as a rate
    Jim> (when shape != 1)? The only gamma rate that I am aware
    Jim> of is the hazard rate given by dgamma/(1-pgamma), the
    Jim> log of which is returned by my hgamma function (event
    Jim> library).  Jim

NEWS has

    o	[dpqr]gamma now has third argument `rate' for S-compatibility
	(and for compatibility with exponentials).  Calls which use
	positional matching may need to be altered.

i.e. one point of view (close to mine) could be:

 The authors of R (R&R) called that argument of [dpqr]gamma()
 `scale' as it should sensibly be called.
 OTOH, (at least one of) the original S authors used `rate'
 (for 1/scale) in a loose analogy with the exponential and
 weibull distribution quite some time before R was born.  Now
 that there is an increasing drive for S source compatibility
 between the different S dialects --  whenever it's ``easy'' --
 the compatible parametrization has been allowed as well.

Martin
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Brian Ripley
#
On Fri, 11 Jan 2002, Martin Maechler wrote:

            

      
      
      
    

        
I could add that this was precipated by finding two instances of people
porting S code and not noticing the difference in parameters, which is
somewhat dangerous and why the order was changed to be S compatible.

I see it is as a rate in the sense of an accelerated life model, just like
an exponential: the mean is proportional to 1/rate.

A quick poll of my bookshelf suggests that it is a common parametrization,
although Johnson & Kotz and the Encyclopedias of Statistical Science and
Biostatistics have the `shape' version, and also an offset (but I doubt
are independent authorities).