fitFunctions {extremevalues} | R Documentation |
Fit model distribution to a set of observations.
fitLognormal(y, p) fitPareto(y, p) fitExponential(y,p) fitWeibull(y,p) fitNormal(y,p)
y |
Vector of one-dimensional nonnegative data |
p |
Corresponding quantile values |
The function sorts the values of y and uses (log)linear regression to fit the values between the pmin and pmax quantile to the cdf of a model distribution.
R2 |
R-squared value for the fit |
lamda |
(exponential only) Estimated location (and spread) parameter for f(y)=λ*exp(-λ * y) |
mu |
(lognormal only) Estimated {sf E}(ln(y)) for lognormal distribution |
sigma |
(lognormal only) Estimated Var(ln(y)) for lognormal distribution |
ym |
(pareto only) Estimated location parameter (mode) for pareto distribution |
alpha |
(pareto only) Estimated spread parameter for pareto distribution |
k |
(weibull only) estimated power parameter k for weibull distribution |
lambda |
(weibull only) estimated scaling parameter λ for weibull distribution |
Mark van der Loo, see www.markvanderloo.eu
An outlier detection method for economic data, M.P.J. van der Loo, Submitted to The Journal of Official Statistics (November 2009)
y = 10^rnorm(50); L <- getOutliers(y,rho=0.5);