getExpFromCI {bootComb} R Documentation

Find the best-fit exponential distribution for a given confidence interval.

Description

Finds the best-fit exponential distribution for a given confidence interval; returns the corresponding density, distribution, quantile and sampling functions.

Usage

getExpFromCI(qLow, qUpp, alpha = 0.05, initPars = 1, maxiter = 1000)

Arguments

 qLow The observed lower quantile. qUpp The observed upper quantile. alpha The confidence level; i.e. the desired coverage is 1-alpha. Defaults to 0.05. initPars A single number giving the initial rate parameter value to start the optimisation; defaults to 1. maxiter Maximum number of iterations for optim. Defaults to 1e3. Set to higher values if convergence problems are reported.

Value

A list with 5 elements:

 r The sampling function. d The density function. p The distribution function. q The quantile function. pars A single number giving the rate parameter for the best-fit exponential distribution (rate as in rexp, dexp, pexp, qexp).

Examples

n<-getExpFromCI(qLow=0.01,qUpp=1.75)
print(n\$pars) # the fitted rate parameter value
n\$r(10) # 10 random values from the fitted exponential distribution
n\$d(2) # the probability density at x=2 for the exponential distribution
n\$p(1.5) # the cumulative density at x=1.5 for the fitted exponential distribution
n\$q(c(0.25,0.5,0.75)) # the 25th, 50th (median) and 75th percentiles of the fitted distribution
x<-seq(0,5,length=1e3)
y<-n\$d(x)
plot(x,y,type="l",xlab="",ylab="density") # density plot for the fitted exponential distribution

[Package bootComb version 1.1.1 Index]