FitJohnsonDistribution: Fit Johnson Curve by Moments

In JohnsonDistribution: Johnson Distribution

Description

This implements the Fortran algorithm AS 99 by Hill et al.

Usage

FitJohnsonDistribution(XBAR, SD, RB1, BB2)

Arguments

XBAR	mean
SD	standard deviation
RB1	coefficient of skewness
BB2	coefficient of kurtosis or a negative value to indicate the lognormal family

Value

Vector of length 6 with named elements: "ITYPE", "GAMMA", "DELTA", "XLAM", "XI", "IFAULT". ITYPE is 1, SL; 2 for SU, 3 for SB, 4 for Normal. GAMMA, DELTA, XLAM, XI are the parameters for the Johnson distribution, where for the SL family, XI=-1. IFAULT is an error indicator, 0 means no error, 1 if the input standard deviation is negative, 2 if the kurotis, BB2, is less than skewness coefficient plus 1 and 3 if SB-fitting failed to converge and an SL or ST was fit instead.

Author(s)

A. I. McLeod

References

D. Hill, R. Hill, and R. L. Holder, Algorithm AS 99. Fitting Johnson curves by moments, Appl. Statist.,25, No. 2, 180-189 (1976).

I. D. Hill, Algorithm AS 100. Normal-Johnson and Johnson-normal transformations, Appl. Statist.,25, No. 2, 190-192 (1976).

See Also

yJohnsonDistribution, zJohnsonDistribution

Examples

#fit SL with mean 1, variance 1 and skewness 2.
FitJohnsonDistribution(1, 1, 2, -1)

Example output

     ITYPE      GAMMA      DELTA       XLAM         XI     IFAULT 
 1.0000000 -0.6626648  1.8136194  1.0000000 -0.6776508  0.0000000 

JohnsonDistribution documentation built on May 29, 2017, 1:38 p.m.