phfit.point {mapfit}

PH fitting with point data

Description

Estimates PH parameters from point data.

Usage

phfit.point(ph, x, weights, ...)

Arguments

ph

An object of R6 class for PH. The estimation algorithm is selected depending on this class.

x

A vector for point data.

weights

A vector of weights for points.

...

Further options for fitting methods.

Value

Returns a list with components, which is an object of S3 class phfit.result;

model

an object for estimated PH class.

llf

a value of the maximum log-likelihood.

df

a value of degrees of freedom of the model.

aic

a value of Akaike information criterion.

iter

the number of iterations.

convergence

a logical value for the convergence of estimation algorithm.

ctime

computation time (user time).

data

an object for data class

aerror

a value of absolute error for llf at the last step of algorithm.

rerror

a value of relative error for llf at the last step of algorithm.

options

a list of options used for fitting.

call

the matched call.

Examples

## make sample
wsample <- rweibull(n=100, shape=2, scale=1)

## PH fitting for general PH
(result1 <- phfit.point(ph=ph(2), x=wsample))

## PH fitting for CF1
(result2 <- phfit.point(ph=cf1(2), x=wsample))

## PH fitting for hyper Erlang
(result3 <- phfit.point(ph=herlang(3), x=wsample))

## mean
ph.mean(result1$model)
ph.mean(result2$model)
ph.mean(result3$model)

## variance
ph.var(result1$model)
ph.var(result2$model)
ph.var(result3$model)

## up to 5 moments 
ph.moment(5, result1$model)
ph.moment(5, result2$model)
ph.moment(5, result3$model)