Package: distributionsrd 0.0.6

distributionsrd: Distribution Fitting and Evaluation

A library of density, distribution function, quantile function, (bounded) raw moments and random generation for a collection of distributions relevant for the firm size literature. Additionally, the package contains tools to fit these distributions using maximum likelihood and evaluate these distributions based on (i) log-likelihood ratio and (ii) deviations between the empirical and parametrically implied moments of the distributions. We add flexibility by allowing the considered distributions to be combined into piecewise composite or finite mixture distributions, as well as to be used when truncated. See Dewitte (2020) <https://hdl.handle.net/1854/LU-8644700> for a description and application of methods available in this package.

Authors:Ruben Dewitte [aut, cre]

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# Install 'distributionsrd' in R:
install.packages('distributionsrd', repos = c('https://ruben0dewitte.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • fit_US_cities - Fitted distributions to the US Census 2000 city size distribution.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 6 scripts 337 downloads 82 exports 6 dependencies

Last updated 4 years agofrom:e380c27400. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 13 2024
R-4.5-winOKNov 13 2024
R-4.5-linuxOKNov 13 2024
R-4.4-winOKNov 13 2024
R-4.4-macOKNov 13 2024
R-4.3-winOKNov 13 2024
R-4.3-macOKNov 13 2024

Exports:burr_pltclauset.xmaxclauset.xmincoeffcompositecombdist_pltcombdist.mlecomposite_pltcomposite.mledburrdcombdistdcompositeddoubleparetolognormaldempiricaldfrechetdinvparetodleftparetolognormaldoubleparetolognormal_pltdoubleparetolognormal.mledparetodrightparetolognormaldtruncdistfrechet_pltfrechet.mleinvpareto_pltinvpareto.mleleftparetolognormal_pltleftparetolognormal.mlellr_vuonglnorm_pltmburrmcombdistmcompositemdoubleparetolognormalmempiricalmexpmfrechetmgammaminvparetomleftparetolognormalmlnormmparetomrightparetolognormalmtruncdistmweibullnmad_testpareto_pltpareto.mlepburrpcombdistpcompositepdoubleparetolognormalpempiricalpfrechetpinvparetopleftparetolognormalpparetoprightparetolognormalptruncdistqburrqcombdistqcompositeqdoubleparetolognormalqempiricalqfrechetqinvparetoqleftparetolognormalqparetoqrightparetolognormalqtruncdistrburrrcombdistrcompositerdoubleparetolognormalrfrechetrightparetolognormal_pltrightparetolognormal.mlerinvparetorleftparetolognormalrparetorrightparetolognormalrtruncdistweibull_plt

Dependencies:flexmixlatticemodeltoolsnnetrbibutilsRdpack

Readme and manuals

Help Manual

Help pageTopics
The Burr distributionburr dburr mburr pburr qburr rburr
Burr coefficients after power-law transformationburr_plt
Pareto scale determination à la Clausetclauset.xmax
Pareto scale determination à la Clausetclauset.xmin
Parametrise two-/three- composite distributioncoeffcomposite
Combined distributionscombdist dcombdist mcombdist pcombdist qcombdist rcombdist
Combined coefficients of power-law transformed combined distributioncombdist_plt
Combined distributions MLEcombdist.mle
The two- or three-composite distributioncomposite dcomposite mcomposite pcomposite qcomposite rcomposite
Composite coefficients after power-law transformationcomposite_plt
Composite MLEcomposite.mle
The Double-Pareto Lognormal distributionddoubleparetolognormal doubleparetolognormal mdoubleparetolognormal pdoubleparetolognormal qdoubleparetolognormal rdoubleparetolognormal
Double-Pareto Lognormal coefficients of power-law transformed Double-Pareto Lognormaldoubleparetolognormal_plt
Double-Pareto Lognormal MLEdoubleparetolognormal.mle
The empirical distributiondempirical empirical mempirical pempirical qempirical
The Exponential distributionexp mexp
Fitted distributions to the US Census 2000 city size distribution.fit_US_cities
The Fréchet distributiondfrechet frechet mfrechet pfrechet qfrechet rfrechet
Fréchet coefficients after power-law transformationfrechet_plt
Fréchet MLEfrechet.mle
The Gamma distributiongamma mgamma
The Inverse Pareto distributiondinvpareto invpareto minvpareto pinvpareto qinvpareto rinvpareto
Inverse Pareto coefficients after power-law transformationinvpareto_plt
Inverse Pareto MLEinvpareto.mle
The Left-Pareto Lognormal distributiondleftparetolognormal leftparetolognormal mleftparetolognormal pleftparetolognormal qleftparetolognormal rleftparetolognormal
Left-Pareto Lognormal coefficients of power-law transformed Left-Pareto Lognormalleftparetolognormal_plt
Left-Pareto Lognormal MLEleftparetolognormal.mle
Vuong's closeness testllr_vuong
The Lognormal distributionlnorm mlnorm
Log Normal coefficients of power-law transformed log normallnorm_plt
Normalized Absolute Deviationnmad_test
The Pareto distributiondpareto mpareto pareto ppareto qpareto rpareto
Pareto coefficients after power-law transformationpareto_plt
Pareto MLEpareto.mle
The Right-Pareto Lognormal distributiondrightparetolognormal mrightparetolognormal prightparetolognormal qrightparetolognormal rightparetolognormal rrightparetolognormal
Right-Pareto Lognormal coefficients of power-law transformed Right-Pareto Lognormalrightparetolognormal_plt
Right-Pareto Lognormal MLErightparetolognormal.mle
Truncated distributiondtruncdist mtruncdist ptruncdist qtruncdist rtruncdist truncdist
The Weibull distributionmweibull weibull
Weibull coefficients of power-law transformed Weibullweibull_plt