Maximum-likelihood Fitting of Univariate Distributions
Maximum-likelihood fitting of univariate distributions.
fitdstn(x, densfun, ...)
x |
a numeric vector containing the sample. |
densfun |
a character string naming the distribution. Distributions ‘gamma’, ‘lognormal’, and ‘weibull’ are supported. |
... |
additional arguments are ignored. |
This function relies on the fitdistr
function for
the computations. The returned object is modified to support plotting
and comparison.
a list with class “fitdstn” containing the following elements:
estimate |
a named numeric vector containing the parameter estimates. |
sd |
a named numeric vector containing the standard deviations of the parameter estimates. |
vcov |
a numeric matrix containing the variance-covariance matrix of the estimated parameter vector. |
n |
a single numeric value indicating the number of sample points in |
loglik |
a single numeric value giving the maxized the log-likelihood. |
call |
the matched call. |
densfun |
the character string |
x |
the data provided in |
The print
method displays the estimated parameters and their
standard errors (in parentheses).
An important goal here is the comparison with robust fits to
the same distributions, see fitdstnRob
.
fitdistr
which provides many more choices for
densfun
.
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.