hyperbFit {HyperbolicDist} | R Documentation |
Fits a hyperbolic distribution to data. Displays the histogram, log-histogram (both with fitted densities), Q-Q plot and P-P plot for the fit which has the maximum likelihood.
hyperbFit(x, freq = NULL, breaks = NULL, ThetaStart = NULL, startMethod = "Nelder-Mead", startValues = "BN", method = "Nelder-Mead", hessian = FALSE, plots = FALSE, printOut = FALSE, controlBFGS = list(maxit=200), controlNM = list(maxit=1000), maxitNLM = 1500, ...) ## S3 method for class 'hyperbFit': print(x, digits = max(3, getOption("digits") - 3), ...) ## S3 method for class 'hyperbFit': plot(x, which = 1:4, plotTitles = paste(c("Histogram of ","Log-Histogram of ", "Q-Q Plot of ","P-P Plot of "), x$obsName, sep = ""), ask = prod(par("mfcol")) < length(which) && dev.interactive(), ...)
x |
Data vector for hyperbFit . Object of class
"hyperbFit" for print.hyperbFit and plot.hyperbFit . |
freq |
A vector of weights with length equal to length(x) . |
breaks |
Breaks for histogram, defaults to those generated by
hist(x, right = FALSE, plot = FALSE) . |
ThetaStart |
A user specified starting parameter vector Theta taking
the form c(pi,zeta,delta,mu) . |
startMethod |
Method used by hyperbFitStart in calls to
optim . |
startValues |
Code giving the method of determining starting values for finding the maximum likelihood estimate of Theta. |
method |
Different optimisation methods to consider. See Details. |
hessian |
Logical. If TRUE the value of the hessian is
returned. |
plots |
Logical. If FALSE suppresses printing of the
histogram, log-histogram, Q-Q plot and P-P plot. |
printOut |
Logical. If FALSE suppresses printing of
results of fitting. |
controlBFGS |
A list of control parameters for optim when using
the "BFGS" optimisation. |
controlNM |
A list of control parameters for optim
when using the "Nelder-Mead" optimisation. |
maxitNLM |
A positive integer specifying the maximum number of
iterations when using the "nlm" optimisation. |
digits |
Desired number of digits when the object is printed. |
which |
If a subset of the plots is required, specify a subset of
the numbers 1:4 . |
plotTitles |
Titles to appear above the plots. |
ask |
Logical. If TRUE , the user is asked before
each plot, see par(ask = .) . |
... |
Passes arguments to par , hist ,
logHist , qqhyperb and pphyperb . |
startMethod
can be either "BFGS"
or
"Nelder-Mead"
.
startValues
can be one of the following:
"US"
"BN"
"FN"
"SL"
"MoM"
For the details concerning the use of ThetaStart
,
startMethod
, and startValues
, see
hyperbFitStart
.
The three optimisation methods currently available are:
"BFGS"
"BFGS"
as
documented in optim
."Nelder-Mead"
optim
."nlm"
nlm
function in R.
For details of how to pass control information for optimisation using
optim
and nlm
, see optim
and
nlm.
When method = "nlm"
is used, warnings may be produced. These do
not appear to be a problem.
A list with components:
Theta |
A vector giving the maximum likelihood estimate of
Theta, as (pi,zeta,delta,mu) . |
maxLik |
The value of the maximised log-likelihood. |
hessian |
If hessian was set to TRUE , the value
of the hessian. Not present otherwise. |
method |
Optimisation method used. |
conv |
Convergence code. See the relevant documentation (either
optim or nlm ) for details on
convergence. |
iter |
Number of iterations of optimisation routine. |
x |
The data used to fit the hyperbolic distribution. |
xName |
A character string with the actual x argument
name. |
ThetaStart |
Starting value of Theta returned by call to
hyperbFitStart . |
svName |
Descriptive name for the method finding start values. |
startValues |
Acronym for the method of finding start values. |
KNu |
Value of the Bessel function in the fitted density. |
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 . |
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.
Fieller, N. J., Flenley, E. C. and Olbricht, W. (1992) Statistics of particle size data. Appl. Statist., 41, 127–146.
optim
, nlm
, par
,
hist
, logHist
, qqhyperb
,
pphyperb
, dskewlap
and
hyperbFitStart
.
Theta <- c(2,2,2,2) dataVector <- rhyperb(500, Theta) ## See how well hyperbFit works hyperbFit(dataVector) hyperbFit(dataVector, plots = TRUE) fit <- hyperbFit(dataVector) par(mfrow = c(1,2)) plot(fit, which = c(1,3)) ## Use nlm instead of default hyperbFit(dataVector, method = "nlm")