[R] new dgamma rate argument

[Jim Lindsey]

> 
> On Fri, 11 Jan 2002, Martin Maechler wrote:
> 
> > >>>>> "Jim" == Jim Lindsey <james.lindsey at luc.ac.be> writes:
> >
> >     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.
> 
> 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).

Let me be clear. I am not arguing with the parametrization (although I
prefer the glm one which is different again, and more in line with
exponential families). I only dispute the name, "rate".
  Jim

> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 

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