## ---- message=FALSE----------------------------------------------------------- library(ExtDist) ## ----Data, comment=""--------------------------------------------------------- set.seed(1234) head(X <- rWeibull(50, shape = 2, scale = 3)) ## ----Weibull est, comment=""-------------------------------------------------- est.par <- eWeibull(X) ## ----class, comment=""-------------------------------------------------------- class(est.par) ## ----dpqr egs, results='hide'------------------------------------------------- dWeibull(seq(0,2,0.4), params = est.par) pWeibull(seq(0,2,0.4), params = est.par) qWeibull(seq(0,1,0.2), params = est.par) rWeibull(10, params = est.par) ## ---- results='hide'---------------------------------------------------------- dWeibull(seq(0,2,0.4), shape = est.par$shape, scale = est.par$scale) pWeibull(seq(0,2,0.4), shape = est.par$shape, scale = est.par$scale) qWeibull(seq(0,1,0.2), shape = est.par$shape, scale = est.par$scale) rWeibull(10, shape = est.par$shape, scale = est.par$scale) ## ----selection criterion, comment=""------------------------------------------ logLik(est.par) # log likelihood AIC(est.par) # Akaike information criterion AICc(est.par) # corrected Akaike information criterion BIC(est.par) # Bayes' Information Criterion. MDL(est.par) # minimum description length vcov(est.par) # variance-covariance matrix of the parameters of the fitted distribution ## ----Example, comment=""------------------------------------------------------ Ozone <- airquality$Ozone Ozone <- Ozone[!is.na(Ozone)] # Removing the NA's from Ozone data summary(Ozone) best <- bestDist(Ozone, candDist=c("Gamma", "Weibull", "Normal", "Exp"), criterion = "logLik");best ## ----DistSelCriteria, comment=""---------------------------------------------- DistSelCriteria(Ozone, candDist = c("Gamma", "Weibull", "Normal", "Exp"), criteria = c("logLik","AIC","AICc", "BIC")) ## ----CompareDist, comment=""-------------------------------------------------- compareDist(Ozone, attributes(best)$best.dist.par, eNormal(Ozone)) ## ----ploteDist, error=FALSE--------------------------------------------------- plot(attributes(best)$best.dist.par) ## ----Chunk10------------------------------------------------------------------ Y <- c(0.1703, 0.4307, 0.6085, 0.0503, 0.4625, 0.479, 0.2695, 0.2744, 0.2713, 0.2177, 0.2865, 0.2009, 0.2359, 0.3877, 0.5799, 0.3537, 0.2805, 0.2144, 0.2261, 0.4016) w <- c(0.85, 1.11, 0.88, 1.34, 1.01, 0.96, 0.86, 1.34, 0.87, 1.34, 0.84, 0.84, 0.83, 1.09, 0.95, 0.77, 0.96, 1.24, 0.78, 1.12) ## ----Chunk11, comment=""------------------------------------------------------ eBeta(Y,w) bestDist(Y, w, candDist = c("Beta_ab","Laplace","Normal"), criterion = "AIC") DistSelCriteria(Y, w, candDist = c("Beta_ab","Laplace","Normal"), criteria = c("logLik","AIC","AICc", "BIC"))