View source: R/estimlight.fct.R
estimlight.fct | R Documentation |
Function that, in the continuous case, fits a lognormal distribution to an
expected value and two quantiles, or fits a Poisson- or negative binomial
distribution in the discrete case, using the least square criterion.
estimlight.fct
is a simplified alternative to estim.fct
.
estimlight.fct(obsval = NULL, proba = c(0.25, 0.75), type = "continuous")
obsval |
double, length = 3, observed mean and quantiles in the sequence
|
proba |
double, length = 2, quantiles supplied in |
type |
character, length = 1, type of measurement scales. Valid types
are |
estim.fct
returns a data.frame with dim = c(1,4)
,
consisting of the following vectors
[[1]] $distrib
character,
selected family for model distribution, i.e. one of c("LogNormal",
"NegBinom", "Poisson")
.
[[2]] $mu
double,
first parameter of fitted model distribution
[[3]] $sig
double, second parameter of fitted model distribution
[[4]] $crit
double, sum of squared deviations between observed
parameters and those of the fitted model distribution.
Nigel Yoccoz and Bård Pedersen
estim.fct
,
elicitate
for fitting
probability distributions to multiple indicator observations and for list of
model distributions included,
qdev
for calculating sum of
squares between obsval
and model.
estimlight.fct(obsval = c(6,13,25))
estimlight.fct(obsval = c(6,13,25),proba = c(0.025,0.975), type = "continuous")
estimlight.fct(obsval = c(6,13,25),proba = c(0.025,0.975), type = "discrete")
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