cauchy_fit | R Documentation |
This function fits the Cauchy distribution to a given data vector using the fitdist function from the fitdistrplus package. It returns the estimated parameters along with the AIC and BIC values for the fitted distribution.
cauchy_fit(vec)
vec |
a numeric vector containing the data to be fitted. |
a list containing the following elements:
a numeric vector of length 2 containing the estimated values for the parameters of the fitted distribution: lambda (location) and alpha (scale).
the Akaike information criterion (AIC) value for the fitted distribution.
the Bayesian information criterion (BIC) value for the fitted distribution.
norm_fit
, t_fit
, ghd_fit
, hd_fit
,
sym.ghd_fit
, sym.hd_fit
, vg_fit
, sym.vg_fit
,
nig_fit
, ged_fit
, skew.t_fit
, skew.normal_fit
,
skew.ged_fit
stock_prices <- c(10, 11, 12, 13, 14, 17, 18)
returns <- diff(log(stock_prices))
cauchy_fit(returns)
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