dist.start: Rough estimates for parameters of selected distributions

In SCI: Standardized Climate Indices Such as SPI, SRI or SPEI

Description

Produces rough parameter estimates for specific distributions (distr) that are useful as starting values for maximum likelihood estimation.

Usage

dist.start(x, distr,...)
lmom.start(x, distr = c("gamma","genlog","gev","gumbel",
          "lnorm","norm","pe3","weibull"),...)
mom.start(x, distr = c("gamma","gumbel","logis","lnorm","norm",
          "weibull"),...)

Arguments

x	numeric vector
distr	A character string "name" naming a distribution for which the corresponding density function (dname), the corresponding distribution function (pname) and the quantile function (qname) must be defined (see for example GammaDist)
...	arguments passed to other functions, currently not used.

Details

lmom.start uses L-moments for parameter estimation. In most cases it relies on functionality of the lmomco package. Currently available distributions are: "gamma", "genlog", "gev", "gumbel", "logis", "lnorm", "norm", "pe3", "weibull".

mom.start uses moments (e.g. mean, standard deviation) for parameter estimation. Some estimates are precise, others only approximations that provide reasonable starting values. Currently available distributions are: "gamma", "gumbel", "logis", "lnorm", "norm", "weibull".

dist.start calls first lmom.start to estimate parameters. In case of failure mom.start is called, hopefully producing reasonable parameter estimates.

Value

named list, names correspond to distribution parameters. In case of failure, the same list with NA values is returned.

Author(s)

Lukas Gudmundsson & James Stagge

Examples

lmom.start(rgamma(100,shape=0.5,rate=1),"gamma")

mom.start(rgamma(100,shape=0.5,rate=1),"gamma")

dist.start(rgamma(100,shape=0.5,rate=1),"gamma")

Example output

Loading required package: fitdistrplus
Loading required package: MASS
Loading required package: survival
Loading required package: npsurv
Loading required package: lsei
Loading required package: lmomco
$shape
[1] 0.6078916

$rate
[1] 0.696384

$shape
[1] 0.7013992

$rate
[1] 1.281629

$shape
[1] 0.4994199

$rate
[1] 1.084127

SCI documentation built on May 2, 2019, 3:04 a.m.