GLDEX: fun.diag1 – R documentation

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fun.diag1

Diagnostic function for theoretical distribution fits through the resample Kolmogorov-Smirnoff tests

Description

This function is primarily designed to be used for testing the fitted distribution with reference to a theoretical distribution. It is also tailored for output obtained from the fun.data.fit.ml function.

Usage

fun.diag1(result, test, no.test = 1000, alpha = 0.05)

Arguments

`result`	Output from `fun.data.fit.ml` function.
`test`	Simulated observations from theoretical distribution, the length should be no.test^2.
`no.test`	Number of times to do the KS tests.
`alpha`	Significance level of KS test.

Value

A vector showing the number of times the KS p-value is greater than alpha for each of the distribution fit strategy.

Note

If there are ties, jittering is used in ks.gof.

Author(s)

Steve Su

References

Su, S. (2005). A Discretized Approach to Flexibly Fit Generalized Lambda Distributions to Data. Journal of Modern Applied Statistical Methods (November): 408-424.

Su, S. (2007). Numerical Maximum Log Likelihood Estimation for Generalized Lambda Distributions. Journal of Computational statistics and data analysis 51(8) 3983-3998.

Su (2007). Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R. Journal of Statistical Software: *21* 9.

Examples

## Fits a Weibull 5,2 distribution:
# weibull.approx.ml<-fun.data.fit.ml(rweibull(1000,5,2))

## Compute the resample K-S test results.
# fun.diag1(weibull.approx.ml, rweibull(100000, 5, 2))

GLDEX

Fitting Single and Mixture of Generalised Lambda Distributions (RS and FMKL) using Various Methods

v2.0.0.7

GPL (>= 3)

Authors

Steve Su, with contributions from: Diethelm Wuertz, Martin Maechler and Rmetrics core team members for low discrepancy algorithm, Juha Karvanen for L moments codes, Robert King for gld C codes and starship codes, Benjamin Dean for corrections and input in ks.gof code and R core team for histsu function.

Initial release

2020-02-04