| forder {evd} | R Documentation |
Maximum-likelihood fitting for the distribution of a selected order statistic of a given number of independent variables from a specified distribution.
forder(x, start, densfun, distnfun, ..., distn, mlen = 1, j = 1, largest = TRUE, std.err = TRUE, corr = FALSE, method = "Nelder-Mead")
x |
A numeric vector. |
start |
A named list giving the initial values for the parameters over which the likelihood is to be maximized. |
densfun, distnfun |
Density and distribution function of the specified distribution. |
... |
Additional parameters, either for the specified
distribution or for the optimization function optim.
If parameters of the distribution are included they will be
held fixed at the values given (see Examples). If
parameters of the distribution are not included either here
or as a named component in start they will be held
fixed at the default values specified in the corresponding
density and distribution functions (assuming they exist; an
error will be generated otherwise). |
distn |
A character string, optionally specified as an alternative
to densfun and distnfun such that the density and
distribution and functions are formed upon the addition of the
prefixes d and p respectively. |
mlen |
The number of independent variables. |
j |
The order statistic, taken as the jth largest
(default) or smallest of mlen, according to the value of
largest. |
largest |
Logical; if TRUE (default) use the jth
largest order statistic, otherwise use the jth smallest. |
std.err |
Logical; if TRUE (the default), the standard
errors are returned. |
corr |
Logical; if TRUE, the correlation matrix is
returned. |
method |
The optimization method (see optim for
details). |
Maximization of the log-likelihood is performed. The estimated standard errors are taken from the observed information, calculated by a numerical approximation.
If the density and distribution functions are user defined, the order
of the arguments must mimic those in R base (i.e. data first,
parameters second).
Density functions must have log arguments.
Returns an object of class c("extreme","evd").
This class is defined in fextreme.
The generic accessor functions fitted (or
fitted.values), std.errors,
deviance, logLik and
AIC extract various features of the
returned object.
The function anova compares nested models.
uvd <- rorder(100, qnorm, mean = 0.56, mlen = 365, j = 2) forder(uvd, list(mean = 0, sd = 1), distn = "norm", mlen = 365, j = 2) forder(uvd, list(rate = 1), distn = "exp", mlen = 365, j = 2) forder(uvd, list(scale = 1), shape = 1, distn = "gamma", mlen = 365, j = 2) forder(uvd, list(shape = 1, scale = 1), distn = "gamma", mlen = 365, j = 2)