I am trying to use qbcpeo to produce lower limit than normal for a gamless bcpe object, however, some of the sigma values (sigma link is log) yields negative value so when I attempt to use qbcpeo I get the error "sigma must be positive" how can I solve this?
I tried using absolute sigma values and exp(sigma) but nothing works
qBCPEo(p,mu,sigma,nu,tau) gives the p quantile for BCPEo(mu, sigma, nu, tau).
The predictor for sigma can be negative, with sigma = exp(predictor). sigma itself cannot be negative.
If you still have problem, please give an example of the R commands you are using.
By default
predict( , what="sigma", )
gives the predictor of sigma, i.e. log(sigma).
It is easies to use
mm$LLNFEF2575<-qBCPEo(0.05, mu = mm.bcpefef2575$mu,
sigma = mm.bcpefef2575$sigma,
nu = mm.bcpefef2575$nu,
tau = mm.bcpefef2575$tau,
lower.tail = TRUE, log.p = FALSE)