LBBE-SOFTWARE . GITHUB . IO {
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Title:
Help to Fit of a Parametric Distribution to Non-Censored or Censored Data • fitdistrplus
Description:
Extends the fitdistr() function (of the MASS package) with several functions to help the fit of a parametric distribution to non-censored or censored data. Censored data may contain left censored, right censored and interval censored values, with several lower and upper bounds. In addition to maximum likelihood estimation (MLE), the package provides moment matching (MME), quantile matching (QME), maximum goodness-of-fit estimation (MGE) and maximum spacing estimation (MSE) methods (available only for non-censored data). Weighted versions of MLE, MME, QME and MSE are available. See e.g. Casella & Berger (2002), Statistical inference, Pacific Grove, for a general introduction to parametric estimation.
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Keywords {🔍}
fitdistrplus, package, censored, dutang, data, distributions, delignettemuller, christophe, fit, distribution, noncensored, cran, authors, marielaure, aurélie, siberchicot, author, parametric, values, maximum, estimation, mle, matching, mme, qme, view, version, installed, vignettes, citation, skip, contents, reference, articles, changelog, extends, fitdistr, function, mass, functions, left, interval, lower, upper, bounds, addition, likelihood, moment, quantile, goodnessoffit,
Topics {✒️}
marie laure delignette-muller marie-laure delignette-muller org/article/view/v064i04 doi 10 fr christophe dutang aurélie siberchicot christophe dutang cran task view strongly encourage users bug license gpl lbbe-software/fitdistrplus probability distribution provided maximum likelihood estimation citation interval censored values links view contents fitdistrplus 1 fitdistrplus-issues fitdistrplus package dutang censored data maximum goodness censored data starting values fr issues statistical software parametric distribution left censored upper bounds moment matching quantile matching weighted versions kiener & swihart stable version development version quietly = true finally load beginners overview advanced topics optimization algorithm univ-lyon1 site built mass package fit estimation distributions proposed vignettes deal fitting distributions authors remotes needed cran fitdistrplus
Questions {❓}
- Which optimization algorithm to choose?
- Fitdistrplus allows to fit any probability distribution provided by the user and not restricted to base R distributions (see ?
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