fitdistrplus1.2-1 package

Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

logLik-plot

(Log)likelihood plot for a fit using maximum likelihood

logLik-surface

(Log)likelihood surfaces or (log)likelihood curves

mgedist

Maximum goodness-of-fit fit of univariate continuous distributions

mledist

Maximum likelihood fit of univariate distributions

mmedist

Matching moment fit of univariate distributions

msedist

Maximum spacing estimation of univariate distributions

plotdist

Plot of empirical and theoretical distributions for non-censored data

plotdistcens

Plot of empirical and theoretical distributions for censored data

prefit

Pre-fitting procedure

qmedist

Quantile matching fit of univariate distributions

quantile

Quantile estimation from a fitted distribution

Surv2fitdistcens

Handling of data formated as in the survival package for use in fitdis...

bootdist

Bootstrap simulation of uncertainty for non-censored data

bootdistcens

Bootstrap simulation of uncertainty for censored data

CIcdfplot

Empirical cumulative distribution function with pointwise confidence i...

danish

Danish reinsurance claim dataset

dataFAQ

Datasets for the FAQ

descdist

Description of an empirical distribution for non-censored data

detectbound

Detect bounds for density function

fitdist

Fit of univariate distributions to non-censored data

fitdistcens

Fitting of univariate distributions to censored data

fitdistrplus

Overview of the fitdistrplus package

gofstat

Goodness-of-fit statistics

graphcomp

Graphical comparison of multiple fitted distributions (for non-censore...

graphcompcens

Graphical comparison of multiple fitted distributions for censored dat...

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.

  • Maintainer: Aurélie Siberchicot
  • License: GPL (>= 2)
  • Last published: 2024-07-12