Logiciel Année : 2024

fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

Résumé

The fitdistrplus package extends the fitdistr() function (of the MASS package) with several functions to help the fit of a parametric distribution to non-censored or censored data. Censored data may contain left censored, right censored and interval censored values, with several lower and upper bounds. In addition to maximum likelihood estimation (MLE), the package provides moment matching (MME), quantile matching (QME), maximum goodness-of-fit estimation (MGE) and maximum spacing estimation (MSE) methods (available only for non-censored data). Weighted versions of MLE, MME, QME and MSE are available.

DOI

Cite 10.18637/jss.v064.i04 Autre Delignette-Muller, M. L., & Dutang, C. (2015). fitdistrplus: AnRPackage for Fitting Distributions. Journal of Statistical Software, 64(4). https://doi.org/10.18637/jss.v064.i04

Citer

Marie-Laure Delignette-Muller, Christophe Dutang, Aurelie Siberchicot. fitdistrplus: Help to Fit of a Parametric Distribution to Non-Censored or Censored Data. 2024, ⟨swh:1:dir:0dd1ff04558397de7014131b4e575196da3f4a53;origin=https://hal.archives-ouvertes.fr/hal-04722769;visit=swh:1:snp:ce008b885058bee712ed7d6da61ec12e67c58036;anchor=swh:1:rel:c45c4f67197365c5c3d20b9d67c3d239c8fbe96e;path=/⟩. ⟨hal-04722769⟩
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