mmfit: mmfit (method of moment function)

In SonmezOzan/mmfit:

Description

mmfit function can estimate the parameters of following distributions, including Poisson, power law, gamma, beta, mixture of 2 Poissons, and mixture of 2 Exponentials. We also do calculation for CDFband in this function For powerlaw distribution, simply keep summing k^(-gamma), k = 1,2,3,... until the sum doesn't change much, and then take c to be the reciprocal of the sum.

Usage

mmfit(x, g, start, type)

Arguments

x	a set of sample data
g	moment function
start	initial values to start with
type	distribution type. It take a value from "Poisson", "power law", "Gamma", "Beta", mixture of "2Poissons", and "2Exponential".

Value

an s3 class object including the estimated distribution parameters, standard error, fitting curves, and empirical CDF with K-S confidence band

Examples

## Not run: 
#############################################
#Beta test
n = 1000
x <- rbeta(n, 0.5, 0.5)
summary.mmfit(x, g, c(0.1, 0.1), "Beta")
plot.mmfit(x, g, c(0.1, 0.1), "Beta")
#############################################
#Poisson test
n = 1000
x <- rpois(n, 4)
summary.mmfit(x, g, 1, "Poisson")
plot.mmfit(x, g, 1, "Poisson")
#############################################
# Gamma test
n = 1000
x <- rgamma(n, 9, rate = 2)
summary.mmfit(x, g, c(5, 5), "Gamma")
plot.mmfit(x, g, c(5, 5), "Gamma")
#############################################
# 2Poisson test
n = 10000
x <- ifelse(runif(n) < 0.3, rpois(n, 4), rpois(n, 5))
summary.mmfit(x, g, c(3, 3, 0.1), "2Poisson")
plot.mmfit(x, g, c(3, 3, 0.1), "2Poisson")
#############################################
# 2Exponential test
n = 1000
x <- ifelse(runif(n) < 0.2, rexp(n, 0.3), rexp(n, 0.9))
summary.mmfit(x, g, c(0.1, 0.1, 0.1), "2Exponential")
plot.mmfit(x, g, c(0.2, 0.2, 0.2), "2Exponential")
#############################################
# powerlaw test
n = 1000
x = poweRlaw::rpldis(n, 1, 2)
summary.mmfit(x, g, 1.9, "powerlaw")
plot.mmfit(x, g, 1.9, "powerlaw")
#############################################

## End(Not run)

SonmezOzan/mmfit documentation built on May 9, 2019, 9:57 p.m.