mapfit (version 0.9.7)

phfit.density: PH fitting with density function

Description

estimates PH parameters from density function.

Usage

phfit.density(ph, f, deformula = zero.to.inf,
  weight.zero = .Machine$double.eps,
  weight.reltol = sqrt(.Machine$double.eps),
  method = c("all", "increment"), lbound = 1, ubound = NULL,
  control = list(), verbose = list(), ...)

Arguments

ph

an object of S4 class for MAP. The estimation algorithm is selected depending on thie class.

f

a faunction object for a density function.

deformula

an object for formulas of numerical integration. It is not necessary to change it when the density function is defined on the positive domain [0,infinity).

weight.zero

a absolute value which is regarded as zero in numerical integration.

weight.reltol

a value for precision of numerical integration.

method

the name of estimation method for hyper Erlang ('>herlang).

lbound

a value for lower limit for the number of states in hyper Erlang ('>herlang).

ubound

a value for upper limit for the number of states in hyper Erlang ('>herlang).

control

a list of parameters for controlling the fitting process.

verbose

a list of parameters for displaying the fitting process.

…

further arguments for methods, which are also used to send the arguments to density function.

Value

returns a list with components, which is an object of S3 class phfit.result;

model

an object for estimated PH class ('>ph, '>cf1, '>herlang).

llf

a value of the maximum log-likelihood (a netative value of the cross entropy).

df

a value of degrees of freedom of the model.

aic

a value of Akaike information criterion (this is not meaningless in this case).

iter

the number of iterations.

convergence

a logical value for the convergence of estimation algorithm.

ctime

computation time (user time).

data

an object for MAP data class

aerror

a value of absolute error for llf at the last step of algorithm.

rerror

a value of relative error for llf at the last step of algorithm.

control

a list of the argument of control.

verbose

a list of the argument of verbose.

call

the matched call.

See Also

phfit.point, phfit.group, '>ph, '>cf1 and '>herlang

Examples

# NOT RUN {
####################
##### truncated density
####################

## PH fitting for general PH
(result1 <- phfit.density(ph=ph(2), f=dnorm,
                          mean=3, sd=1))

## PH fitting for CF1
(result2 <- phfit.density(ph=cf1(2), f=dnorm,
                          mean=3, sd=1))

## PH fitting for hyper Erlang
(result3 <- phfit.density(ph=herlang(3), f=dnorm,
                          mean=3, sd=1))

## mean
ph.mean(result1$model)
ph.mean(result2$model)
ph.mean(result3$model)

## variance
ph.var(result1$model)
ph.var(result2$model)
ph.var(result3$model)

## up to 5 moments 
ph.moment(5, result1$model)
ph.moment(5, result2$model)
ph.moment(5, result3$model)

# }