Description Usage Arguments Examples
View source: R/SkeweDF_functions.R
This function generates the Psi Criterion goodness of fit value given an empirical distribution for the 2m-RGHD function. Parameters r and q/r ratios are given, as well as desired weight of pmf and use of the weighted right-tail cumulative distribution function.
1 2 3 4 5 6 7 8 9 | psi_criterion_RGHD_ratio(
params,
data,
m,
pmf_weight = 0,
weighted_rt = FALSE,
left_trunc = 1,
right_trunc = left_trunc + length(data) - 1
)
|
params |
Vector of parameters for model_fn, not including n. For example, for 2m-RGHD (m=2), params <- c(3, 5, 0.3, 1.5). In this case r1 = 3, r2 = 5, q1/r1 = 0.3, and q2/r2 = 1.5 |
data |
Vector of observed values |
m |
m parameter for 2m-RGHD function |
pmf_weight |
Numeric of weight given to probability mass function for generation of Psi Criterion. For example, if pmf_weight <- 0.5, 50 percent of the Psi Criterion value will be attributed to the probability mass function while the other 50 percent will be attributed to the right-tail cumulative distribution function. |
weighted_rt |
Boolean used to determine if the weighted right-tail cumulative distribution function should be used or not. |
left_trunc |
Int used to determine starting index of model to use for optimization |
right_trunc |
Int used to determine ending index of model to use for optimization |
1 2 3 | obs_data <- c(100,75,20,1)
parameters <- c(3, 5, 0.3, 1.5)
psi <- psi_criterion_RGHD_ratio(parameters, obs_data, 2)
|
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