The argument distr
can be one of the base R distributions: "norm"
, "lnorm"
,
"exp"
and "pois"
, "gamma"
, "logis"
,
"nbinom"
, "geom"
, "beta"
and "unif"
.
In that case, no other arguments than data
and distr
are
required, because the estimate is computed by a closed-form formula.
For distributions characterized by one parameter ("geom"
, "pois"
and "exp"
),
this parameter is simply estimated by matching theoretical and observed means, and for distributions
characterized by two parameters, these parameters are estimated by matching theoretical and observed
means and variances (Vose, 2000).
Note that for these closed-form formula, fix.arg
cannot be used and start
is ignored.
The argument distr
can also be the distribution name
as long as a corresponding mdistr
function exists, e.g. "pareto"
if "mpareto"
exists.
In that case arguments arguments order
and memp
have to be supplied in order to carry out the matching numerically, by minimization of the
sum of squared differences between observed and theoretical moments.
Optionnally other arguments can be supplied to control optimization (see the 'details' section of
mledist
for details about arguments for the control of optimization).
In that case, fix.arg
can be used and start
is taken into account.
For non closed-form estimators, memp
must be provided to compute empirical moments.
When weights=NULL
, this function must have two arguments x, order
:
x
the numeric vector of the data and order
the order of the moment.
When weights!=NULL
, this function must have three arguments x, order, weights
:
x
the numeric vector of the data, order
the order of the moment,
weights
the numeric vector of weights. See examples below.
Optionally, a vector of weights
can be used in the fitting process.
By default (when weigths=NULL
), ordinary MME is carried out, otherwise
the specified weights are used to compute (raw or centered) weighted moments.
For closed-form estimators, weighted mean and variance are computed by
wtd.mean
and wtd.var
from the Hmisc
package. When a numerical minimization
is used, weighted are expected to be computed by the memp
function.
It is not yet possible to take into account weighths in functions plotdist
,
plotdistcens
, plot.fitdist
, plot.fitdistcens
, cdfcomp
,
cdfcompcens
, denscomp
, ppcomp
, qqcomp
, gofstat
and descdist
(developments planned in the future).
This function is not intended to be called directly but is internally called in
fitdist
and bootdist
when used with the matching moments method.