fitdistrplus : An R Package for Fitting Distributions

The package fitdistrplus provides functions for fitting univariate distributions to different types of data (continuous censored or non-censored data and discrete data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum goodness-of-fit estim...

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Bibliographic Details
Published inJournal of statistical software Vol. 64; no. 4; pp. 1 - 34
Main Authors Delignette-Muller, Marie Laure, Dutang, Christophe
Format Journal Article
LanguageEnglish
Published University of California, Los Angeles 01.02.2015
Foundation for Open Access Statistics
Subjects
Applications
Computation
Computational Finance
Life Sciences
Mathematics
Quantitative Finance
Statistics
maximum goodness-of-fit
R
censored data
maximum likelihood
quantile matching
probability distribution fitting
bootstrap
moment matching
distributions
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Summary:The package fitdistrplus provides functions for fitting univariate distributions to different types of data (continuous censored or non-censored data and discrete data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum goodness-of-fit estimation). Outputs of fitdist and fitdistcens functions are S3 objects, for which specific methods are provided, including summary, plot and quantile. This package also provides various functions to compare the fit of several distributions to the same data set and can handle to bootstrap parameter estimates. Detailed examples are given in food risk assessment, ecotoxicology and insurance contexts.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v064.i04