tests/t-qqcomp.R

In fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

library(fitdistrplus)

# ?qqcomp
visualize <- FALSE # TRUE for manual tests with visualization of results
nsample <- 1000
nsample <- 10


# (1) Plot various distributions fitted to serving size data
#
data(groundbeef)
serving <- groundbeef$serving
fitW <- fitdist(serving, "weibull")
fitln <- fitdist(serving, "lnorm")
fitg <- fitdist(serving, "gamma")

#sanity checks
try(qqcomp("list(fitW, fitln, fitg)"), silent = TRUE)
try(qqcomp(list(fitW, fitln, fitg, a = 1)), silent = TRUE)

#real call
qqcomp(list(fitW, fitln, fitg))

qqcomp(list(fitW, fitln, fitg), legendtext = c("Weibull", "lognormal", "gamma"),
       main = "ground beef fits", xlab = "Theo.",
       ylab = "serving sizes (g)", xlim = c(0, 250))

qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
       main="ground beef fits", xlab="Theo.",
       ylab="serving sizes (g)", xlogscale=TRUE)

qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
       main="ground beef fits", xlab="Theo.",
       ylab="serving sizes (g)", ylogscale=TRUE)

qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
       main="ground beef fits", ylim=c(1, 250), xlim=c(1, 250),
       fitpch=c("+", "-", "."))


if (requireNamespace ("ggplot2", quietly = TRUE)) {
  qqcomp(list(fitW, fitln, fitg), plotstyle = "ggplot")
}

if (requireNamespace ("ggplot2", quietly = TRUE) & visualize) {
  qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
         main="ground beef fits", xlab="Theo.",
         ylab="serving sizes (g)", xlim = c(0,250), plotstyle = "ggplot")
  
  qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
         main="ground beef fits", xlab="Theo.",
         ylab="serving sizes (g)", xlogscale=TRUE, plotstyle = "ggplot")
  
  qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
         main="ground beef fits", xlab="Theo.",
         ylab="serving sizes (g)", ylogscale=TRUE, plotstyle = "ggplot")
  
  qqcomp(list(fitW, fitln, fitg), legendtext=c("Weibull","lognormal","gamma"),
         main="ground beef fits", ylim=c(1, 250), xlim=c(1, 250),
         fitpch=c("+", "-", "."), plotstyle = "ggplot")
}


# (2) Plot lognormal distributions fitted by 
# maximum goodness-of-fit estimation
# using various distances (data plotted in log scale)
#
data(endosulfan)
ATV <-subset(endosulfan, group == "NonArthroInvert")$ATV
flnMGEKS <- fitdist(ATV,"lnorm",method="mge",gof="KS")
flnMGEAD <- fitdist(ATV,"lnorm",method="mge",gof="AD")
flnMGEADL <- fitdist(ATV,"lnorm",method="mge",gof="ADL")
flnMGEAD2L <- fitdist(ATV,"lnorm",method="mge",gof="AD2L")
llfit <- list(flnMGEKS, flnMGEAD, flnMGEADL, flnMGEAD2L)

qqcomp(llfit,	main="fits of a lognormal dist. using various GOF dist.")

qqcomp(llfit,	xlogscale=TRUE, main="fits of a lognormal dist. using various GOF dist.",
       legendtext=c("MGE KS","MGE AD","MGE ADL","MGE AD2L"))

qqcomp(llfit,	xlogscale=TRUE, main="fits of a lognormal dist. using various GOF dist.",
       legendtext=c("MGE KS","MGE AD","MGE ADL","MGE AD2L"), 
       fitcol=c("black", "darkgreen", "yellowgreen", "yellow2"))

qqcomp(llfit, ynoise=FALSE, xlogscale=TRUE, ylogscale=TRUE, xlim=c(10,100000), ylim=c(10,100000))

qqcomp(flnMGEKS, xlogscale=TRUE, xlim=c(10,100000))


if (requireNamespace ("ggplot2", quietly = TRUE) & visualize) {
  qqcomp(llfit, main="fits of a lognormal dist. using various GOF dist.", plotstyle = "ggplot")
  
  qqcomp(llfit, xlogscale=TRUE, main="fits of a lognormal dist. using various GOF dist.",
         legendtext=c("MGE KS","MGE AD","MGE ADL","MGE AD2L"), plotstyle = "ggplot")
  
  qqcomp(llfit, xlogscale=TRUE, main="fits of a lognormal dist. using various GOF dist.",
         legendtext=c("MGE KS","MGE AD","MGE ADL","MGE AD2L"), 
         fitcol=c("black", "darkgreen", "yellowgreen", "yellow2"), plotstyle = "ggplot")
  
  qqcomp(llfit, ynoise=FALSE, xlogscale=TRUE, ylogscale=TRUE, xlim=c(10,100000), ylim=c(10,100000), plotstyle = "ggplot")
  
  qqcomp(flnMGEKS, xlogscale=TRUE, xlim=c(10,100000), plotstyle = "ggplot")
}


# (3) Plot lognormal distributions fitted by 
# maximum goodness-of-fit estimation
# using various distances (data plotted in log scale)
#
if (visualize)
{
  x1 <- c(6.4,13.3,4.1,1.3,14.1,10.6,9.9,9.6,15.3,22.1,13.4,13.2,8.4,6.3,8.9,5.2,10.9,14.4)
  n1 <- length(x1)
  
  dgumbel <- function(x, a, b) 1/b*exp((a-x)/b)*exp(-exp((a-x)/b))
  pgumbel <- function(q, a, b) exp(-exp((a-q)/b))
  qgumbel <- function(p, a, b) a - b*log(-log(p))
  
  f1 <- mledist(x1, "norm")
  f2 <- mledist(x1, "gumbel", start = list(a = 10, b = 5))
  f3 <- mledist(x1, "exp")
  
  xx1 <- qnorm(1:n1/n1, f1$estimate[1], f1$estimate[2])
  xx2 <- qgumbel(1:n1/n1, f2$estimate[1], f2$estimate[2])
  xx3 <- qexp(1:n1/n1, f3$estimate[1])
  xlim <- c(xx1, xx2, xx3)
  xlim <- range(xlim[which(is.finite(xlim))])
  
  # graph 1
  plot(xx1, sort(x1), col="red", xlim = xlim)
  points(xx2, sort(x1), col = "green")
  points(xx3, sort(x1), col = "blue")
  legend("bottomright", pch = 1, leg = c("Normal","Gumbel","Exp"), col = c("red", "green", "blue"))
  
  # graph 2 
  f1 <- fitdist(x1,"norm")
  f2 <- fitdist(x1,"gumbel",start=list(a=10,b=5))
  f3 <- fitdist(x1, "exp")
  qqcomp(list(f1, f2, f3), fitcol=c("red","green","blue"), ynoise = FALSE, legendtext = c("Normal","Gumbel","Exp"))
  
  # graph 3
  if (requireNamespace ("ggplot2", quietly = TRUE)) {
    qqcomp(list(f1, f2, f3), fitcol=c("red","green","blue"), ynoise = FALSE, legendtext = c("Normal","Gumbel","Exp"), plotstyle = "gg")
  }
}

# (4) normal mixture
#

#mixture of two normal distributions
#density
dnorm2 <- function(x, poid, m1, s1, m2, s2)
  poid*dnorm(x, m1, s1) + (1-poid)*dnorm(x, m2, s2)
#numerical approximate quantile function
qnorm2 <- function(p, poid, m1, s1, m2, s2)
{
  L2 <- function(x, prob)
    (prob - pnorm2(x, poid, m1, s1, m2, s2))^2	
  sapply(p, function(pr) optimize(L2, c(-1000, 1000), prob=pr)$minimum)
}	
#distribution function		
pnorm2 <- function(q, poid, m1, s1, m2, s2)
  poid*pnorm(q, m1, s1) + (1-poid)*pnorm(q, m2, s2)		

#basic normal distribution
set.seed(1234)
x2 <- c(rnorm(nsample, 5),  rnorm(nsample, 10))
#MLE fit
fit1 <- fitdist(x2, "norm2", "mle", start=list(poid=1/3, m1=4, s1=2, m2=8, s2=2), 
                lower=c(0, 0, 0, 0, 0))
fit2 <- fitdist(x2, "norm2", "qme", probs=c(1/6, 1/4, 1/3, 1/2, 2/3), 
                start=list(poid=1/3, m1=4, s1=2, m2=8, s2=2), 
                lower=c(0, 0, 0, 0, 0), upper=c(1/2, Inf, Inf, Inf, Inf))
fit3 <- fitdist(x2, "norm2", "mge", gof="AD", 
                start=list(poid=1/3, m1=4, s1=2, m2=8, s2=2), 
                lower=c(0, 0, 0, 0, 0), upper=c(1/2, Inf, Inf, Inf, Inf))

qqcomp(list(fit1, fit2, fit3), fitpch=rep(".", 3), 
       fitcol=c("green", "red", "blue"))

if (requireNamespace ("ggplot2", quietly = TRUE) & visualize) {
  qqcomp(list(fit1, fit2, fit3), fitpch=rep(".", 3), fitcol=c("green", "red", "blue"), plotstyle = "gg")
}



# (5) large data
#
{
  n <- 2e4
  # n <- 1e2
  x <- rlnorm(n)
  f1 <- fitdist(x, "lnorm")
  f2 <- fitdist(x, "exp")
  
  qqcomp(list(f1, f2), fitpch=2)
  qqcomp(list(f1, f2), fitlwd=4)
  if (requireNamespace ("ggplot2", quietly = TRUE)) {
    qqcomp(list(f1, f2), fitpch=2, plotstyle = "gg")
    qqcomp(list(f1, f2), fitlwd=2, plotstyle = "gg")
  }
}

# (6) test legend labels
#
if (visualize)
{
  serving <- groundbeef$serving
  fitW <- fitdist(serving,"weibull")
  fitW2 <- fitdist(serving,"weibull", method="qme", probs=c(1/3,2/3))
  fitW3 <- fitdist(serving,"weibull", method="qme", probs=c(1/2,2/3))
  fitln <- fitdist(serving,"lnorm")
  fitg <- fitdist(serving,"gamma")
  
  qqcomp(list(fitW, fitln, fitg)) #distrib
  qqcomp(list(fitW, fitW2, fitln, fitg)) #distrib+method
  qqcomp(list(fitW, fitW2, fitW3, fitln, fitg)) #distrib+method+num
  if (requireNamespace ("ggplot2", quietly = TRUE))
    qqcomp(list(fitW, fitW2, fitW3, fitln, fitg), plotstyle = "ggplot") #distrib+method+num
}