ms_flat_2tail {fitdistcp} | R Documentation |
Illustration of Model Selection Among 18 Distributions from the fitdistcp
Package
Description
Applies model selection using AIC, WAIC1, WAIC2 and leave-one-out logscore
to the input data x
,
for 7 two tailed models in the fitdistcp
packages
The code is straightforward, and the point is to illustrate what is
possible using the model selection outputs from the fitdistcp
routines.
Usage
ms_flat_2tail(x)
Arguments
x |
data vector |
Details
The 7 models are:
norm
,
gnorm_k3
,
gumbel
,
logis
,
lst_k3
,
cauchy
,
gev
Value
Plots QQ plots to the screen, for each of the models, and returns a data frame containing
AIC scores (times -0.5), AIC weights
WAIC1 scores, WAIC1 weights
WAIC2 scores, WAIC2 weights
logscores, logscore weights
maximum likelihood and calibrating prior means
maximum likelihood and calibrating prior standard deviations
Author(s)
Stephen Jewson stephen.jewson@gmail.com
Examples
# because it's too slow for CRAN
set.seed(1)
nx=50
x=rnorm(nx)
print(ms_flat_2tail(x))
[Package fitdistcp version 0.1.1 Index]