fDISTFIT-class: Class '"fDISTFIT"'
In fBasics: Rmetrics - Markets and Basic Statistics

fDISTFIT-class

R Documentation

Class `"fDISTFIT"`

S4 class representing fitted distributions.

Objects can be created by calls of the form new("fDISTFIT", ...) but are typically created by functions fitting distributions.

Slot fit is a list. Its components depend on the fitting functions. Here is the meaning of some common ones:

estimate: the point at which the maximum value of the log liklihood function is obtained.
minimum: the value of the estimated maximum, i.e. the value of the log liklihood function.
code: an integer indicating why the optimization process terminated.
1: relative gradient is close to zero, current iterate is probably solution;
2: successive iterates within tolerance, current iterate is probably solution;
3: last global step failed to locate a point lower than estimate. Either estimate is an approximate local minimum of the function or steptol is too small;
4: iteration limit exceeded;
5: maximum step size stepmax exceeded five consecutive times. Either the function is unbounded below, becomes asymptotic to a finite value from above in some direction or stepmax is too small.
gradient: the gradient at the estimated maximum.