hyperbFitStart {HyperbolicDist} | R Documentation |
Finds starting values for input to a maximum likelihood routine for fitting hyperbolic distribution to data.
hyperbFitStart(x, breaks = NULL, startValues = "BN", ThetaStart = NULL, startMethodSL = "Nelder-Mead", startMethodMoM = "Nelder-Mead", ...) hyperbFitStartMoM(x, startMethodMoM = "Nelder-Mead", ...)
x |
Data vector. |
breaks |
Breaks for histogram. If missing, defaults to those
generated by hist(x, right = FALSE, plot = FALSE) . |
startValues |
Vector of the different starting values to consider. See Details. |
ThetaStart |
Starting values for Theta if startValues =
"US" . |
startMethodSL |
Method used by call to optim in
finding skew Laplace estimates. |
startMethodMoM |
Method used by call to optim in
finding method of moments estimates. |
... |
Passes arguments to optim . |
Possible values of the argument startValues
are the following:
"US"
"BN"
"FN"
"SL"
"MoM"
If startValues = "US"
then a value must be supplied for
ThetaStart
.
If startValues = "MoM"
, hyperbFitStartMoM
is
called. These starting values are based on Barndorff-Nielsen et
al (1985).
If startValues = "SL"
, or startValues = "MoM"
an initial
optimisation is needed to find the starting values. These
optimisations call optim
.
hyperbFitStart
returns a list with components:
ThetaStart |
A vector with elements pi , lZeta (log
of zeta), lDelta (log of delta), and mu giving the
starting value of Theta. |
xName |
A character string with the actual x argument name. |
breaks |
The cell boundaries found by a call to
hist . |
midpoints |
The cell midpoints found by a call to
hist . |
empDens |
The estimated density found by a call to
hist . |
hyperbFitStartMoM
returns only the method of moments estimates
as a vector with elements pi
, lZeta
(log of zeta),
lDelta
(log of delta), and mu
.
David Scott d.scott@auckland.ac.nz, Ai-Wei Lee, Jennifer Tso, Richard Trendall, Thomas Tran
Barndorff-Nielsen, O. (1977) Exponentially decreasing distributions for the logarithm of particle size, Proc. Roy. Soc. Lond., A353, 401–419.
Barndorff-Nielsen, O., Blęsild, P., Jensen, J., and Sörenson, M. (1985). The fascination of sand. In A celebration of statistics, The ISI Centenary Volume, eds., Atkinson, A. C. and Fienberg, S. E., pp. 57–87. New York: Springer-Verlag.
Fieller, N. J., Flenley, E. C. and Olbricht, W. (1992) Statistics of particle size data. Appl. Statist., 41, 127–146.
HyperbolicDistribution
, dskewlap
,
hyperbFit
, hist
, and
optim
.
Theta <- c(2,2,2,2) dataVector <- rhyperb(500,Theta) hyperbFitStart(dataVector,startValues="FN") hyperbFitStartMoM(dataVector) hyperbFitStart(dataVector,startValues="MoM")