Help to Fit of a Parametric Distribution to Non-Censored or Censored Data
fitdistrplus extends the fitdistr() function (of the MASS package) with several functions to help the fit of a parametric distribution to non-censored or censored data. Censored data may contain left censored, right censored and interval censored values, with several lower and upper bounds. In addition to maximum likelihood estimation (MLE), the package provides moment matching (MME), quantile matching (QME) and maximum goodness-of-fit estimation (MGE) methods (available only for non-censored data). Weighted versions of MLE, MME and QME are available.
The package
The stable version of fitdistrplus can be installed from CRAN using:
install.packages("fitdistrplus")The development version of fitdistrplus can be installed from GitHub (remotes needed):
if (!requireNamespace("remotes", quietly = TRUE))
install.packages("remotes")
remotes::install_github("aursiber/fitdistrplus")Finally load the package in your current R session with the following R command:
library(fitdistrplus)Documentation
Three vignettes are attached to the fitdistrplus package:
- Overview of the fitdistrplus package
- Which optimization algorithm to choose?
- Frequently Asked Questions
Authors & Contacts
Issues can be reported on https://github.com/aursiber/fitdistrplus/issues.
- Marie-Laure Delignette-Muller: marielaure.delignettemuller@vetagro-sup.fr
- Christophe Dutang: dutangc@gmail.com
- Aurélie Siberchicot: aurelie.siberchicot@univ-lyon1.fr
Citation
If you use fitdistrplus, you should cite:
Marie Laure Delignette-Muller, Christophe Dutang (2015).
fitdistrplus: An R Package for Fitting Distributions.
Journal of Statistical Software.
https://www.jstatsoft.org/article/view/v064i04
DOI 10.18637/jss.v064.i04.