dist-distCheck: Distribution check
In fBasics: Rmetrics - Markets and Basic Statistics

distCheck

R Documentation

Distribution check

Description

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

Usage

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

Arguments

`fun`	a character string, 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

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

fBasics documentation built on Aug. 20, 2024, 3:01 a.m.