zi_zipfpssFit function

Zero Inflated Zipf-PSS parameters estimation.

Zero Inflated Zipf-PSS parameters estimation.

For a given sample of strictly positive integer numbers, usually of the type of ranking data or frequencies of frequencies data, estimates the parameters of the zero inflated Zipf-PSS distribution by means of the maximum likelihood method. The input data should be provided as a frequency matrix.

zi_zipfpssFit(data, init_alpha = 1.5, init_lambda = 1.5, init_w = 0.1, level = 0.95, ...) ## S3 method for class 'zi_zipfpssR' residuals(object, ...) ## S3 method for class 'zi_zipfpssR' fitted(object, ...) ## S3 method for class 'zi_zipfpssR' coef(object, ...) ## S3 method for class 'zi_zipfpssR' plot(x, ...) ## S3 method for class 'zi_zipfpssR' print(x, ...) ## S3 method for class 'zi_zipfpssR' summary(object, ...) ## S3 method for class 'zi_zipfpssR' logLik(object, ...) ## S3 method for class 'zi_zipfpssR' AIC(object, ...) ## S3 method for class 'zi_zipfpssR' BIC(object, ...)

Arguments

  • data: Matrix of count data in form of table of frequencies.
  • init_alpha: Initial value of α\alpha parameter (α>1\alpha > 1).
  • init_lambda: Initial value of λ\lambda parameter (λ>0\lambda > 0).
  • init_w: Initial value of ww parameter (0<w<10 < w < 1).
  • level: Confidence level used to calculate the confidence intervals (default 0.95).
  • ...: Further arguments to the generic functions. The extra arguments are passing to the optim function.
  • object: An object from class "zpssR" (output of zipfpssFit function).
  • x: An object from class "zpssR" (output of zipfpssFit function).

Details

The argument data is a two column matrix with the first column containing the observations and the second column containing their frequencies.

Examples

data <- rzipfpss(100, 2.5, 1.3) data <- as.data.frame(table(data)) data[,1] <- as.numeric(as.character(data[,1])) data[,2] <- as.numeric(as.character(data[,2])) obj <- zipfpssFit(data, init_alpha = 1.5, init_lambda = 1.5)

References

Panjer, H. H. (1981). Recursive evaluation of a family of compound distributions. ASTIN Bulletin: The Journal of the IAA, 12(1), 22-26.

Sundt, B., & Jewell, W. S. (1981). Further results on recursive evaluation of compound distributions. ASTIN Bulletin: The Journal of the IAA, 12(1), 27-39.

See Also

getInitialValues.

  • Maintainer: Ariel Duarte-López
  • License: GPL-3
  • Last published: 2020-07-07