hyperbFit {HyperbolicDist} | R Documentation |
Fit the Hyperbolic Distribution to Data
Description
Fits a hyperbolic distribution to data. Displays the histogram, log-histogram (both with fitted densities), Q-Q plot and P-P plot for the fit which has the maximum likelihood.
Usage
hyperbFit(x, freq = NULL, breaks = NULL, ThetaStart = NULL,
startMethod = "Nelder-Mead", startValues = "BN",
method = "Nelder-Mead", hessian = FALSE,
plots = FALSE, printOut = FALSE,
controlBFGS = list(maxit=200),
controlNM = list(maxit=1000), maxitNLM = 1500, ...)
## S3 method for class 'hyperbFit'
print(x,
digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'hyperbFit'
plot(x, which = 1:4,
plotTitles = paste(c("Histogram of ","Log-Histogram of ",
"Q-Q Plot of ","P-P Plot of "), x$obsName,
sep = ""),
ask = prod(par("mfcol")) < length(which) && dev.interactive(), ...)
Arguments
x |
Data vector for |
freq |
A vector of weights with length equal to |
breaks |
Breaks for histogram, defaults to those generated by
|
ThetaStart |
A user specified starting parameter vector Theta taking
the form |
startMethod |
Method used by |
startValues |
Code giving the method of determining starting values for finding the maximum likelihood estimate of Theta. |
method |
Different optimisation methods to consider. See Details. |
hessian |
Logical. If |
plots |
Logical. If |
printOut |
Logical. If |
controlBFGS |
A list of control parameters for |
controlNM |
A list of control parameters for |
maxitNLM |
A positive integer specifying the maximum number of
iterations when using the |
digits |
Desired number of digits when the object is printed. |
which |
If a subset of the plots is required, specify a subset of
the numbers |
plotTitles |
Titles to appear above the plots. |
ask |
Logical. If |
... |
Passes arguments to |
Details
startMethod
can be either "BFGS"
or
"Nelder-Mead"
.
startValues
can be one of the following:
"US"
User-supplied.
"BN"
Based on Barndorff-Nielsen (1977).
"FN"
A fitted normal distribution.
"SL"
Based on a fitted skew-Laplace distribution.
"MoM"
Method of moments.
For the details concerning the use of ThetaStart
,
startMethod
, and startValues
, see
hyperbFitStart
.
The three optimisation methods currently available are:
"BFGS"
Uses the quasi-Newton method
"BFGS"
as documented inoptim
."Nelder-Mead"
Uses an implementation of the Nelder and Mead method as documented in
optim
."nlm"
Uses the
nlm
function in R.
For details of how to pass control information for optimisation using
optim
and nlm
, see optim
and
nlm.
When method = "nlm"
is used, warnings may be produced. These do
not appear to be a problem.
Value
A list with components:
Theta |
A vector giving the maximum likelihood estimate of
Theta, as |
maxLik |
The value of the maximised log-likelihood. |
hessian |
If |
method |
Optimisation method used. |
conv |
Convergence code. See the relevant documentation (either
|
iter |
Number of iterations of optimisation routine. |
x |
The data used to fit the hyperbolic distribution. |
xName |
A character string with the actual |
ThetaStart |
Starting value of Theta returned by call to
|
svName |
Descriptive name for the method finding start values. |
startValues |
Acronym for the method of finding start values. |
KNu |
Value of the Bessel function in the fitted density. |
breaks |
The cell boundaries found by a call to
|
midpoints |
The cell midpoints found by a call to
|
empDens |
The estimated density found by a call to
|
Author(s)
David Scott d.scott@auckland.ac.nz, Ai-Wei Lee, Jennifer Tso, Richard Trendall, Thomas Tran
References
Barndorff-Nielsen, O. (1977) Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401–419.
Fieller, N. J., Flenley, E. C. and Olbricht, W. (1992) Statistics of particle size data. Appl. Statist., 41, 127–146.
See Also
optim
, nlm
, par
,
hist
, logHist
, qqhyperb
,
pphyperb
, dskewlap
and
hyperbFitStart
.
Examples
Theta <- c(2,2,2,2)
dataVector <- rhyperb(500, Theta)
## See how well hyperbFit works
hyperbFit(dataVector)
hyperbFit(dataVector, plots = TRUE)
fit <- hyperbFit(dataVector)
par(mfrow = c(1,2))
plot(fit, which = c(1,3))
## Use nlm instead of default
hyperbFit(dataVector, method = "nlm")