DistributionFitr: Fitting Multiple Parametric Distributions

In DistributionFitR: Fitting Multiple Parametric Distributions

Description

Parametric densities (or count densities) will be fitted to user-given univariate data via maximum likelihood. The user more or less only enters the data. The program automatically searches for parametric distributions and parameters thereof that best describe the data. It then returns the ten best parameter families including the fitted parameters.

DistributionFitR comes in with a standard search list of 408 parametric distribution families as given by R-packages on CRAN.

The package contains the following functions:

• globalfit Given some univariate data, determines the best fitting parametric distributions from R-packages

• install.packages_DistributionFitR Installs R-packages that contribute to DistributionFitR's standard search list

• getFamilies Browsing for distribution families

• getFamily Find all distributions within a package

• getParams For a single distribution family, parameters are determined; upper/lower limits and other chraracteristics are extracted

Note

The most relevant function is globalfit, with an S4 object as return value. See the examples on how to display the results, such as using summary or hist. Read more on the return value in globalfit and globalfitSummary.

For exotic packages used frequently or where parameter extraction is time-consuming, users may be interested to do the latter once with getFamilies and save the results for subsequent usage as argument in globalfit. The functions getFamily and getParams are lower-level functions invoked by getFamilies, and may be of usage for other purposes.

Author(s)

Borui Niklas Zhu, Benedikt Geier, Moritz Kern, Kiril Dik, Moritz Lauff, Manuel J. Hentschel, Adrian Heppeler, Niclas Lietzow, Till Freihaut, Tim Glockner, Nadine Tampe, Leonardo Vela, Helene Peter, Martin Schlather, Yiqi Li

Maintainer: Borui Niklas Zhu, [e-mail]

References

• \litZucchini
• \litShao

See Also

globalfit, install.packages_DistributionFitR, getFamilies, getFamily, getParams

Examples

 
# example for globalfit
data <- rnorm(n = 100, mean = 70, sd = 4)
r <- globalfit(data, cores = if(interactive()) NULL else 2)
summary(r)

# example for getFamily
str(getFamily("stats"))

# example for getParams
getParams("beta", package = "stats")

DistributionFitR documentation built on March 13, 2020, 3:29 a.m.