Distribution Selection Criteria.

Description

A function to calculate the distribution selection criteria for a list of candidate fits.

Usage

DistSelCriteria(X, w = rep(1, length(X))/length(X), candDist = c("Beta_ab",
  "Laplace", "Normal"), criteria = c("logLik", "AIC", "AICc", "BIC", "MDL"))

Arguments

Details

When comparing models fitted by maximum likelihood to the same data, the smaller the AIC, BIC or MDL, the better the fit. When comparing models using the log-likelihood criterion, the larger the log-likelihood the better the fit.

Value

An object of class matrix, containing the listed distribution selection criteria for the named distributions.

Note

The MDL criterion only works for parameter estimation by numerical maximum likelihood.

Author(s)

Haizhen Wu and A. Jonathan R. Godfrey.

Examples

Ozone <- airquality$Ozone
Ozone <- Ozone[!is.na(Ozone)] # Removing the NA's from Ozone data
DistSelCriteria(Ozone, candDist = c("Gamma", "Weibull", "Normal", "Exp"),
criteria = c("logLik","AIC","AICc", "BIC"))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ExtDist)

Attaching package: 'ExtDist'

The following object is masked from 'package:stats':

    BIC

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ExtDist/DistSelCriteria.Rd_%03d_medium.png", width=480, height=480)
> ### Name: DistSelCriteria
> ### Title: Distribution Selection Criteria.
> ### Aliases: DistSelCriteria
> 
> ### ** Examples
> 
> Ozone <- airquality$Ozone
> Ozone <- Ozone[!is.na(Ozone)] # Removing the NA's from Ozone data
> DistSelCriteria(Ozone, candDist = c("Gamma", "Weibull", "Normal", "Exp"),
+ criteria = c("logLik","AIC","AICc", "BIC"))
       Gamma     Weibull   Normal    Exp      
logLik -541.5947 -541.5376 -569.6492 -549.9263
AIC    1087.189  1087.075  1143.298  1101.853 
AICc   1087.296  1087.181  1143.404  1101.888 
BIC    1092.697  1092.582  1148.805  1104.606 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>