dist-distCheck: Distribution Check

Description Usage Arguments Examples

Description

Tests properties of an R implementation of a distribution, i.e. of all four of its “dpqr” functions.

Usage

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distCheck(fun = "norm", n = 1000, robust = TRUE, subdivisions = 100, ...)

Arguments

fun

a character string denoting the name of the distribution.

n

an integer specifying the number of random variates to be generated.

robust

logical flag, should robust estimates be used? By default TRUE.

subdivisions

integer specifying the numbers of subdivisions in integration.

...

the distributional parameters.

Examples

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distCheck("norm", mean = 1, sd = 1)

distCheck("lnorm", meanlog = 0.5, sdlog = 2, robust=FALSE)
## here, true E(X) = exp(mu + 1/2 sigma^2) = exp(.5 + 2) = exp(2.5) = 12.182
## and      Var(X) = exp(2*mu + sigma^2)*(exp(sigma^2) - 1) =       7954.67

Example output

Loading required package: timeDate
Loading required package: timeSeries

Distribution Check for: norm 
 Call: distCheck(fun = "norm", mean = 1, sd = 1)

1. Normalization Check:
 NORM 1 with absolute error < 1.6e-05

2. [p-pfun(qfun(p))]^2 Check:
    [,1] [,2] [,3] [,4] [,5] [,6]  [,7]
p 0.001 0.01  0.1  0.5  0.9 0.99 0.999
P 0.001 0.01  0.1  0.5  0.9 0.99 0.999
        RMSE 
2.205081e-17 

3. r(1000) Check:
       MEAN   VAR
SAMPLE 1.01 0.841
   X   1 with absolute error < 4.4e-07
   X^2 2 with absolute error < 7.9e-07
       MEAN VAR
EXACT     1   1

   normCheck    rmseCheck meanvarCheck 
        TRUE         TRUE        FALSE 

Distribution Check for: lnorm 
 Call: distCheck(fun = "lnorm", robust = FALSE, meanlog = 0.5, sdlog = 2)

1. Normalization Check:
 NORM 0.9999976 with absolute error < 7.6e-05

2. [p-pfun(qfun(p))]^2 Check:
    [,1] [,2] [,3] [,4] [,5] [,6]  [,7]
p 0.001 0.01  0.1  0.5  0.9 0.99 0.999
P 0.001 0.01  0.1  0.5  0.9 0.99 0.999
        RMSE 
2.205081e-17 

3. r(1000) Check:
       MEAN  VAR
SAMPLE 15.6 9290
   X   12.18247 with absolute error < 0.0012
   X^2 8103.065 with absolute error < 0.64
       MEAN  VAR
EXACT  12.2 7950

   normCheck    rmseCheck meanvarCheck 
        TRUE         TRUE        FALSE 

fBasics documentation built on March 13, 2020, 9:09 a.m.