DistSelCriteria: Distribution Selection Criteria.

In ExtDist: Extending the Range of Functions for Probability Distributions

Distribution Selection Criteria.

Description

A function to calculate the distribution selection criteria for a list of candidate fits.

Usage

DistSelCriteria(
  X,
  w = rep(1, length(X))/length(X),
  candDist = c("Beta_ab", "Laplace", "Normal"),
  criteria = c("logLik", "AIC", "AICc", "BIC", "MDL")
)

Arguments

X	Sample obersevations.
w	An optional vector of sample weights.
candDist	A vector of names of candidate distributions.
criteria	A vector of criteria to be calculated.

Details

When comparing models fitted by maximum likelihood to the same data, the smaller the AIC, BIC or MDL, the better the fit. When comparing models using the log-likelihood criterion, the larger the log-likelihood the better the fit.

Value

An object of class matrix, containing the listed distribution selection criteria for the named distributions.

Note

The MDL criterion only works for parameter estimation by numerical maximum likelihood.

Author(s)

Haizhen Wu and A. Jonathan R. Godfrey.

Examples

Ozone <- airquality$Ozone
Ozone <- Ozone[!is.na(Ozone)] # Removing the NA's from Ozone data
DistSelCriteria(Ozone, candDist = c("Gamma", "Weibull", "Normal", "Exp"),
criteria = c("logLik","AIC","AICc", "BIC"))

ExtDist documentation built on Aug. 21, 2023, 5:12 p.m.